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A Comparison for Some of the Estimators of Rayleigh Distribution with Simulation

Authors: Yahya Mahdi Al Mayali --- IrtifaaAbulKadhumAl_Shaibani
Journal: journal of kerbala university مجلة جامعة كربلاء ISSN: 18130410 Year: 2013 Volume: 11 Issue: 4 Pages: 104-112
Publisher: Kerbala University جامعة كربلاء

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Abstract

In this paper , we use some statistical estimation methods to estimate the an unknown parameter of Rayleigh distribution to Know which is the best (the method that has less error).Bytaking maximum likelihood estimation , Bayes estimation , shrinkage estimation , and Bayesian shrinkage estimation . After then we applied the results in simulation study to compare these results , and obtain which method is the best .

في هذه الدراسة , استخدمنا بعض طرائق التقدير لتقدير معلمة توزيع Rayleigh لمعرفة الأفضل )الطريقة التي تعطي أقل خطأ ممكن) . إن الطرائق المستخدمة هي : طريقة تقدير الإمكان الأعظم والتقدير البيزي و البيزي المتقلص . لقد تم تطبيق النتائج في دراسة المحاكاة للمقارنة فيما بينها والحصول على أفضل طريقة .

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Article
A Comparison Between the Bayesian and the Classical Estimators of Weibull Distribution

Authors: Fadhil abdulabaas --- Yahya Mahdi Al – Mayali --- Irtifaa AbulKadhum Neama
Journal: Journal of Kufa for Mathematics and Computer مجلة الكوفة للرياضيات والحاسوب ISSN: 11712076 Year: 2013 Volume: 1 Issue: 8 Pages: 21-28
Publisher: University of Kufa جامعة الكوفة

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Abstract

In this paper ,we study estimation of two parameters of Weibull distribution .Methods of estimation used are maximum likelihood estimator (MLE) and Bayes. We compared the numerical results by simulation in MATLAB program. The comparison show that the Bayes estimator gives the best results ( less error) .

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