文章基本信息

标题：Bayesian Estimation of the Parameter of Rayleigh Distribution under the Extended Jeffrey’s Prior
其他标题：Bayesian Estimation of the Parameter of Rayleigh Distribution under the Extended Jeffrey’s Prior
作者：Dey, Sanku ; Maiti, Sudhansu S.
期刊名称：Electronic Journal of Applied Statistical Analysis
电子版ISSN：2070-5948
出版年度：2012
卷号：5
期号：1
页码：44-59
DOI：10.1285/i20705948v5n1p44
语种：English
出版社：University of Salento
摘要：In this paper, Bayes estimators of Rayleigh parameter and its associated risk based on extended Jeffrey's prior under the assumptions of both symmetric loss function (squared error loss) and asymmetric (precautionary and general entropy ) loss function have been derived. We also derive the highest posterior density (HPD) and equal-tail prediction intervals for the parameter as well as the HPD prediction intervals for future observation.Monte Carlo simulations are performed to compare the performances of the Bayes estimates under different situations. Finally, An illustrative example is presented to assess how the Rayleigh distribution fits a real data set.
关键词：Bayes estimator; Predictive distribution; Predictive intervals; Prior distribution