Efficiency of Bayes Estimator for Rayleigh Distribution
by Abd-Elfattah, A. M. Amal S. Hassan and Ziedan, D. M.
Abstract:
Comparisons of estimates between Bayes and frequenters methods are interesting and challenging topics in statistics. In this paper, Bayes and maximum likelihood estimates are discussed for Rayleigh distribution based on complete and type-II censored sampling. The prior knowledge which is adequately represented by the natural conjugate distribution and the Jeffreys non-informative prior distribution of the parameter for Rayleigh distribution are used. Moreover, the Bayes risk functions under squared error loss function and maximum likelihood risk functions for complete and type-II censored sampling schemes are compared. Finally, numerical study is given to illustrate the results.
Key Words:
Type -II censored sampling; Bayesian approach; Maximum likelihood procedure; Risk function
Authors:
Abd-Elfattah, A. M, a_afattah@hotmail.com
Amal S. Hassan, amal52_soliman@yahoo.com
Ziedan, D. M, dalia_dalia444@yahoo.com
Editor:
Dibyojyoti Bhattacharjee, lecturer_dibyo@yahoo.com
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