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Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation


Citation

Nazri, Fatin Syazwani and Zulkafli, Hani Syahida and Abd Rahman, Nur Haizum (2021) Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation. Menemui Matematik, 43 (1). 61 - 67. ISSN 2231-7023

Abstract

Rayleigh-Logarithmic distribution is used in survival analysis. The main objective of this study is to determine the best estimator for the parameters of this distribution. Estimation methods proposed are Lindley's method under Bayesian framework with two different loss functions; squared error loss function (SELF) and linear exponential loss (LINEX) function and maximum likelihood estimation (MLE). Through a simulation study, the performance of the proposed estimators is compared with respect to their corresponding root mean square error (RMSE). Estimator under SELF is found to be performing better than the estimator under LINEX loss function and the MLE estimators. In conclusion, the estimated parameter under squared error loss function (SELF) is comparatively the best compared to linear exponential (LINEX) loss function and maximum likelihood estimation (MLE).


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Publisher: Malaysian Mathematical Science Society
Keywords: Bayesian estimation; Linear exponential (LINEX); Lindley approximation; Squared error loss function
Depositing User: Ms. Nuraida Ibrahim
Date Deposited: 31 Jan 2023 03:11
Last Modified: 31 Jan 2023 03:11
URI: http://psasir.upm.edu.my/id/eprint/96185
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