Bayesian estimation of reliability for Rayleigh distribution under the entropy loss function

Rashidi, Najmeh; Sanjari Farsipour, Nahid

doi:10.22034/jsmta.2022.2715

Bayesian estimation of reliability for Rayleigh distribution under the entropy loss function

Document Type : Original Scientific Paper

Authors

¹ Department of Mathematics and Computer science, Amirkabir University of Technology, Tehran, Iran

² Department of Statistics, College of Mathematical Sciences, Alzahra University, Tehran, Iran

10.22034/jsmta.2022.2715

Abstract

Rayleigh distribution is one of the statistical distributions in real data modeling and is mostly used in reliability. In this paper, we derive Bayesian estimation and the reliability of Rayleigh distribution under the entropy loss function, and the risk of Bayesian estimator of its under the entropy loss function. Finally, we describe our results with a Monte Carlo numerical simulation.

Keywords