A Comparative Study for Weighted Rayleigh Distribution

  • Sofi Mudasir Ahad Department of Statistics, University of Kashmir, India
  • Sheikh Parvaiz Ahmad Department of Statistics, University of Kashmir, India
  • Sheikh Aasimeh Rehman Department of Psychology, University of Kashmir, India
Keywords: Weighted Rayleigh distribution, maximum likelihood estimator, Bayes estimator, data sets

Abstract

In this paper, Bayesian and non-Bayesian methods are used for parameter estimation of weighted Rayleigh (WR) distribution. Posterior distributions are derived under the assumption of informative and non-informative priors. The Bayes estimators and associated risks are obtained under different symmetric and asymmetric loss functions. Results are compared on the basis of posterior risk and mean square error using simulated and real life data sets. The study depicts that in order to estimate the scale parameter of the weighted Rayleigh distribution use of entropy loss function under Gumbel type II prior can be preferred. Also, Bayesian method of estimation having least values of mean squared error gives better results as compared to maximum likelihood method of estimation.

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Author Biographies

Sofi Mudasir Ahad, Department of Statistics, University of Kashmir, India

Sofi Mudasir Ahad, Department of Statistics, University of Kashmir, India. He has research experience of 8 years and has also published more than 20 papers in various international journals. His field of research specialization are Probability distributions, Generalization techniques and Bayesian inference.

Sheikh Parvaiz Ahmad, Department of Statistics, University of Kashmir, India

Sheikh Parvaiz Ahmad, is an assistant professor in the Department of Statistics, University of Kashmir, India. He supervised more than 14 M.Phil and Ph.D. students. He has published more than hundred research papers in well reputed international journals. His research interests are Bayesian inference, probability theory, reliability analysis and generalization techniques.

Sheikh Aasimeh Rehman, Department of Psychology, University of Kashmir, India

Sheikh Aasimeh Rehman, Department of Psychology, University of Kashmir, India. She has research experience of 5 years and has published 5 papers in various international journals. Her research interest is focused on learning disabilities and psycho social problems of children and adolescents.

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Published
2021-06-21
Section
Articles