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

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.