Performance of a Class of Bayes Shrinkage Estimators Based on Rayleigh Record Data under Reflected Gamma Loss Function

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Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

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.

Language:
English
Published:
Journal of Iranian Statistical Society, Volume:18 Issue: 2, 2019
Pages:
155 to 172
https://www.magiran.com/p2048726  
سامانه نویسندگان
  • Corresponding Author (1)
    Mehran Naghizadeh Qomi
    Associate Professor Statistics, Faculty of Mathematical Sciences, University of Mazandaran, Babolsar, Iran
    Naghizadeh Qomi، Mehran
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