Parameter estimation of p-dimensional Rayleigh distribution under weighted loss function

Authors

  • Arun Kumar Rao Department of Statistics, Maharana Pratap P.G. College, Jungle Dhusan, Gorakhpur, INDIA
  • Himanshu Pandey DDU Gorakhpur University

DOI:

https://doi.org/10.23755/rm.v39i0.561

Abstract

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.

Author Biography

  • Himanshu Pandey, DDU Gorakhpur University

    Professor

    Statistics

References

Cohen,A.C.,Whitten,B.J., “Parameter Estimation in Reliability and Life Span Models”, Dekker, New York, ISBN 0-8247-7980-0, 182. 1988.

Rao, A.K. and Pandey, H., “Bayesian estimation of scale parameterof p-dimensional Rayleigh distribution using precautionary loss function”, Varahmihir Journal of Mathematical Sciences, Vol. 8, No. 1, 1-8. 2008.

Zellner, A., “Bayesian estimation and prediction using asymmetric loss functions,” Jour. Amer. Stat. Assoc., 91, 446-451. 1986.

Basu, A. P. and Ebrahimi, N., “Bayesian approach to life testing and reliability estimation using asymmetric loss function,” Jour. Stat. Plann. Infer., 29, 21-31. 1991.

Norstrom, J. G., “The use of precautionary loss functions in Risk Analysis,” IEEE Trans. Reliab., 45(3), 400-403. 1996.

Ahmad, S. P., et al., “Bayesian Estimation for the Class of Life-Time Distributions under Different Loss Functions,” Statistics and Applications, Vol. 14, Nos. 1&2, pp. 75-91. 2016.

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Published

2020-12-30

Issue

Vol. 39 (2020)

Section

Volume 39-2020

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