A Bayesian shrinkage approach under symmetric and asymmetric loss functions for the Rayleigh distribution with the progressively type-II censoring schemes

Document Type : Original Scientific Paper

Authors

1 Department of Statistics, Marvdasht Branch, Islamic Azad University, Marvdasht, Iran

2 Department of Statistics, Qaemshahr Branch, Islamic Azad University, Qaemshahr, Iran

Abstract

The main goal of this paper is to achieve the Bayesian shrinkage estimators for the scale parameter of the Rayleigh distribution with progressively type-II censoring data‎. ‎The best linear estimators are also presented under the squared error and linear exponential loss functions‎. ‎Furthermore‎, ‎the relative efficiency of the proposed Bayesian shrinkage estimators is calculated for the best linear estimators‎. ‎Finally‎, ‎through a numerical analysis‎, ‎the relative efficiency of the Bayesian shrinkage estimators is compared with the best linear estimators.

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