Objective Bayesian estimators for the right censored Rayleigh distribution : evaluating the Al-Bayyati loss function
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Date
Authors
Ferreira, Johannes Theodorus
Bekker, Andriette, 1958-
Arashi, Mohammad
Journal Title
Journal ISSN
Volume Title
Publisher
National Statistical Institute of Portugal
Abstract
The Rayleigh distribution, serving as a special case of the Weibull distribution, is
known to have wide applications in survival analysis, reliability theory and commu-
nication engineering. In this paper, Bayesian estimators (including shrinkage esti-
mators) of the unknown parameter of the censored Rayleigh distribution are derived
using the Al-Bayyati loss function, whilst simultaneously considering different objec-
tive prior distributions. Comparisons are made between the proposed estimators by
calculating the risk functions using simulation studies and an illustrative example.
Description
Keywords
Al-Bayyati loss, Rayleigh distribution, Risk efficiency, Shrinkage estimation, Squared error loss
Sustainable Development Goals
Citation
Ferreira, JT, Bekker, A & Arashi, M 2016, 'Objective Bayesian estimators for the right censored Rayleigh distribution : evaluating the Al-Bayyati loss function', RevStat : Statistical Journal, vol. 14, no. 4, pp. 433-454.