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ARPN Journal of Science and Technology >> Volume 7, Issue 2, November 2017

ARPN Journal of Science and Technology

Using Square-Root Inverted Gamma Distribution as Prior to Draw Inference on the Rayleigh Distribution

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Author Chris Bambey Guure
ISSN 2225-7217
On Pages 1033-1037
Volume No. 3
Issue No. 10
Issue Date November 01, 2013
Publishing Date November 01, 2013
Keywords Inverted Gamma, Squared Error and General Entropy Loss functions, Bayesian Inference, Simulation Study


Based on a complete failure time data, the maximum likelihood and Bayesian estimator under squared error and general entropy loss functions for the scale parameter and the reliability function of the Rayleigh distribution are derived. Assessments between the estimators are investigated through a simulation study. The results indicate that, Bayes estimator under the squared error loss function performs better than the others having obtained and compared the estimators using mean squared errors and absolute biases of the estimated values.

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