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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Main Authors: Arun Kumar Rao, Himanshu Pandey
Format: Article
Language:English
Published: Accademia Piceno Aprutina dei Velati 2020-12-01
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.
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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