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Parameter Estimation In Weighted Rayleigh Distribution, M. Ajami, S. M. A. Jahanshahi
Parameter Estimation In Weighted Rayleigh Distribution, M. Ajami, S. M. A. Jahanshahi
Journal of Modern Applied Statistical Methods
A weighted model based on the Rayleigh distribution is proposed and the statistical and reliability properties of this model are presented. Some non-Bayesian and Bayesian methods are used to estimate the β parameter of proposed model. The Bayes estimators are obtained under the symmetric (squared error) and the asymmetric (linear exponential) loss functions using non-informative and reciprocal gamma priors. The performance of the estimators is assessed on the basis of their biases and relative risks under the two above-mentioned loss functions. A simulation study is constructed to evaluate the ability of considered estimation methods. The suitability of the proposed model …