Empirical Bayes Inference for Rayleigh Distribution

Authors

Maryam Al-Ameen, Department of Mathematics, Faculty of Science, Taibah University, Al-Madinah, Saudi ArabiaFollow
Yahia Abdel-Aty, Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City, Cairo, EgyptFollow

Abstract

This paper proposes the empirical Bayes inference for Rayleigh distribution. The empirical Bayes point estimation of the parameter, reliability and hazard function under symmetric (square error) and asymmetric (linear exponential and general entropy) loss functions are obtained. Besides, the maximum likelihood and Bayes estimators are computed too. The Bayes and empirical Bayes prediction interval also derived, where one and two sample prediction are considered. Numerical computations are established by using the Monto Carlo simulation method where the mean square errors are derived to assess and make comparisons among different estimators. The study was constructed based on progressively type-II censoring scheme.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/110226

Recommended Citation

Al-Ameen, Maryam and Abdel-Aty, Yahia (2022) "Empirical Bayes Inference for Rayleigh Distribution," Journal of Statistics Applications & Probability: Vol. 11: Iss. 2, Article 26.
DOI: http://dx.doi.org/10.18576/jsap/110226
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol11/iss2/26