|
|
|
 |
Search published articles |
 |
|
Showing 6 results for Rayleigh Distribution
Mehran Naghizadeh Qomi, Zohre Mahdizadeh, Hamid Zareefard,
Volume 12, Issue 1 (9-2018)
Abstract
Suppose that we have a random sample from one-parameter Rayleigh distribution. In classical methods, we estimate the interesting parameter based on the sample information and with usual estimators. Sometimes in practice, the researcher has some information about the unknown parameter in the form of a guess value. This guess is known as nonsample information. In this case, linear shrinkage estimators are introduced by combining nonsample and sample information which have smaller risk than usual estimators in the vicinity of guess and true value. In this paper, some shrinkage testimators are introduced using different methods based on vicinity of guess value and true parameter and their risks are computed under the entropy loss function. Then, the performance of shrinkage testimators and the best linear estimator is calculated via the relative efficiency of them. Therefore, the results are applied for the type-II censored data.
Ali Shadrokh, Shahram Yaghoobzadeh Shahrastani,
Volume 13, Issue 2 (2-2020)
Abstract
In this study, the E-Bayesian and hierarchical Bayesian for stress-strength, when X and Y are two independent Rayleigh distributions with different parameters were estimated based on the LINEX loss function. These methods were compared with each other and with the Bayesian estimator using Monte Carlo simulation and two real data sets.
Vahid Nekoukhou, Ashkan Khalifeh, Eisa Mahmoudi,
Volume 13, Issue 2 (2-2020)
Abstract
In this paper, we study a three-parameter bivariate distribution obtained by taking Geometric minimum of Rayleigh distributions. Some important properties of this bivariate distribution have been investigated. It is observed that the maximum likelihood estimators of the parameters cannot be obtained in closed forms. We propose to use the EM algorithm to compute the maximum likelihood estimates of the parameters, and it is computationally quite tractable. Based on an extensive simulated study, the effectiveness of the proposed algorithm is confirmed. We also analyze one real data set for illustrative purposes. Finally, we conclude the paper.
Shahram Yaghoobzadeh,
Volume 14, Issue 1 (8-2020)
Abstract
In this study, the E-Bayesian estimation of the reliability parameter, R = P(Y < X < Z), when X, Y and Z are three independent inverse Rayleigh distribution with different parameters, were estimated based on ranked set sampling method. To assess the efficiency of the obtained estimates, we compute the average absolute bias and relative efficiency of the derived estimates and compare them with those based on the corresponding simple random sample through Monte Carlo simulations. Also, E-Bayesian estimation of R is compared with its maximum likelihood estimation in each method. Finally, three real data sets are used to analyze the estimation methods.
Reza Zarei, ,
Volume 14, Issue 2 (2-2021)
Abstract
In this paper, the Bayesian and empirical Bayesian approaches studied in estimate the multicomponent stress–strength reliability model when the strength and stress variables have a generalized Rayleigh distribution with different shape parameters and identical scale parameter. The Bayesian, empirical Bayesian and maximum likelihood estimation of reliability function is obtained in the two cases known and unknown of scale parameter under the mean squared error loss function. Then, these estimators are compared empirically using Monte Carlo simulation and two real data sets.
Mehdi Balui, Einolah Deiri, Farshin Hormozinejad, Ezzatallah Baloui Jamkhaneh,
Volume 15, Issue 2 (3-2022)
Abstract
In most practical cases, to increase parameter estimation accuracy, we need an estimator with the least risk. In this, contraction estimators play a critical role. Our main purpose is to evaluate the efficiency of some shrinkage estimators of the shape parameter of the Pareto-Rayleigh distribution under two classes of shrinkage estimators. In this research, the purpose estimators' efficiency will be compared with the unbiased estimator obtained under the quadratic loss function. The relationship between these two classes of shrinkage estimators was examined, and then the relative efficiency of the proposed estimators was discussed and concluded via doing a Monte Carlo simulation.
|
|
