Bayesian Inference for Exponential Rayleigh Distribution Using R Software

Authors

Kawsar Fatima
Department of Statistics, University of Kashmir, Srinagar, India
S P Ahmad
Department of Statistics, University of Kashmir, Srinagar, India

Synopsis

In this chapter, we have paralleled the Baye’s estimates of the parameter of the ExponentialRayleigh (ER) distribution under extension of Jeffrey’s prior and gamma prior using different loss functions with that of maximum likelihood estimate. From the results, Al-Bayyati’s loss function gives the minimum MSE as compared to the other loss functions and among the priors Gamma prior gives the less MSE than other assumed priors.

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Published
March 26, 2019