Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss Function
In this paper, p-dimensional Rayleigh distribution is considered. The classical maximum likelihood estimator has been obtained. Bayesian method of estimation is employed in order to estimate the scale parameter of p-dimensional Rayleigh distribution by using quasi and inverted gamma priors. The Baye...
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Format: | Article |
Language: | English |
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Accademia Piceno Aprutina dei Velati
2020-12-01
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Series: | Ratio Mathematica |
Online Access: | http://eiris.it/ojs/index.php/ratiomathematica/article/view/561 |
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author | Arun Kumar Rao Himanshu Pandey |
author_facet | Arun Kumar Rao Himanshu Pandey |
author_sort | Arun Kumar Rao |
collection | DOAJ |
description | In this paper, p-dimensional Rayleigh distribution is considered. The classical maximum likelihood estimator has been obtained. Bayesian method of estimation is employed in order to estimate the scale parameter of p-dimensional Rayleigh distribution by using quasi and inverted gamma priors. The Bayes estimators of the scale parameter have been obtained under squared error and weighted loss functions. |
first_indexed | 2024-12-21T18:16:53Z |
format | Article |
id | doaj.art-de5c0d8e318b4d56819aa7bc70806f6f |
institution | Directory Open Access Journal |
issn | 1592-7415 2282-8214 |
language | English |
last_indexed | 2024-12-21T18:16:53Z |
publishDate | 2020-12-01 |
publisher | Accademia Piceno Aprutina dei Velati |
record_format | Article |
series | Ratio Mathematica |
spelling | doaj.art-de5c0d8e318b4d56819aa7bc70806f6f2022-12-21T18:54:39ZengAccademia Piceno Aprutina dei VelatiRatio Mathematica1592-74152282-82142020-12-01390697710.23755/rm.v39i0.561504Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss FunctionArun Kumar Rao0Himanshu Pandey1Department of Statistics, Maharana Pratap P.G. College, Jungle Dhusan, Gorakhpur, INDIADDU Gorakhpur UniversityIn this paper, p-dimensional Rayleigh distribution is considered. The classical maximum likelihood estimator has been obtained. Bayesian method of estimation is employed in order to estimate the scale parameter of p-dimensional Rayleigh distribution by using quasi and inverted gamma priors. The Bayes estimators of the scale parameter have been obtained under squared error and weighted loss functions.http://eiris.it/ojs/index.php/ratiomathematica/article/view/561 |
spellingShingle | Arun Kumar Rao Himanshu Pandey Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss Function Ratio Mathematica |
title | Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss Function |
title_full | Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss Function |
title_fullStr | Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss Function |
title_full_unstemmed | Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss Function |
title_short | Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss Function |
title_sort | parameter estimation of p dimensional rayleigh distribution under weighted loss function |
url | http://eiris.it/ojs/index.php/ratiomathematica/article/view/561 |
work_keys_str_mv | AT arunkumarrao parameterestimationofpdimensionalrayleighdistributionunderweightedlossfunction AT himanshupandey parameterestimationofpdimensionalrayleighdistributionunderweightedlossfunction |