Objective Bayesian estimators for the right censored Rayleigh distribution : evaluating the Al-Bayyati loss function

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Authors

Ferreira, Johannes Theodorus
Bekker, Andriette, 1958-
Arashi, Mohammad

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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.

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Keywords

Al-Bayyati loss, Rayleigh distribution, Risk efficiency, Shrinkage estimation, Squared error loss

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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.