Ferreira, Johannes TheodorusBekker, Andriette, 1958-Arashi, Mohammad2016-11-152016-11-152016-10Ferreira, 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. 433-454.1645-6725http://hdl.handle.net/2263/58062The 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.enNational Statistical Institute of Portugal. This is an Open Access article distributed under the terms of the Creative Commons Attribution License.Al-Bayyati lossRayleigh distributionRisk efficiencyShrinkage estimationSquared error lossArticle