عنوان
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Performance of a Class of Bayesian Shrinkage Estimators Based on Rayleigh Record Data under Reflected Gamma Loss Function
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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Bayesian Shrinkage Estimator, Rayleigh Distribution, Records, Reflected Gamma Loss Function.
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چکیده
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This article addresses the problem of Bayesian shrinkage estimation for the Rayleigh scale parameter based on record values under the reflected gamma loss (RGL) function. A class of Bayesian shrinkage estimators using prior point information is constructed. The risk functions of the maximum likelihood estimator (MLE) and proposed Bayesian shrinkage estimator are derived under the RGL function. The performance of Bayesian shrinkage estimator is compared with the MLE numerically and graphically. One data set has been analyzed to illustrate the performance of the Bayesian shrinkage estimator.
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پژوهشگران
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سانکو دی (نفر دوم)، منیر فتح الهی پرشه (نفر سوم)، مهران نقی زاده قمی (نفر اول)
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