Using Entropy and Linear Exponential Loos Function Estimators the Parameter and Reliability Function of Inverse Rayleigh Distribution
Abstract
This paper is devoted to compare the performance of non-Bayesian estimators representedby the Maximum likelihood estimator of the scale parameter and reliability function of inverseRayleigh distribution with Bayesian estimators obtained under two types of loss functionspecifically; the linear, exponential (LINEX) loss function and Entropy loss function, takinginto consideration the informative and non-informative priors. The performance of suchestimators assessed on the basis of mean square error (MSE) criterion. The Monte Carlosimulation experiments are conducted in order to obtain the required results.
Keywords
Inverse Rayleigh distribution, Entropy loss function, LINEX loss function, Prior information.Metrics