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

READING THE ARTICLE: You can read the article in portable document (.pdf) format (178279 bytes.)

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed 2586 times since Agust 21,2006.


Return to the InterStat Home Page.