Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation
Rayleigh-Logarithmic distribution is used in survival analysis. The main objective of this study is to determine the best estimator for the parameters of this distribution. Estimation methods proposed are Lindley's method under Bayesian framework with two different loss functions; squared error...
| Main Authors: | , , |
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| Format: | Article |
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Malaysian Mathematical Science Society
2021
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| Online Access: | http://psasir.upm.edu.my/id/eprint/96185/ |
| _version_ | 1848862309350375424 |
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| author | Nazri, Fatin Syazwani Zulkafli, Hani Syahida Abd Rahman, Nur Haizum |
| author_facet | Nazri, Fatin Syazwani Zulkafli, Hani Syahida Abd Rahman, Nur Haizum |
| author_sort | Nazri, Fatin Syazwani |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | Rayleigh-Logarithmic distribution is used in survival analysis. The main objective of this study is to determine the best estimator for the parameters of this distribution. Estimation methods proposed are Lindley's method under Bayesian framework with two different loss functions; squared error loss function (SELF) and linear exponential loss (LINEX) function and maximum likelihood estimation (MLE). Through a simulation study, the performance of the proposed estimators is compared with respect to their corresponding root mean square error (RMSE). Estimator under SELF is found to be performing better than the estimator under LINEX loss function and the MLE estimators. In conclusion, the estimated parameter under squared error loss function (SELF) is comparatively the best compared to linear exponential (LINEX) loss function and maximum likelihood estimation (MLE). |
| first_indexed | 2025-11-15T13:14:58Z |
| format | Article |
| id | upm-96185 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-15T13:14:58Z |
| publishDate | 2021 |
| publisher | Malaysian Mathematical Science Society |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-961852023-01-31T03:11:54Z http://psasir.upm.edu.my/id/eprint/96185/ Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation Nazri, Fatin Syazwani Zulkafli, Hani Syahida Abd Rahman, Nur Haizum Rayleigh-Logarithmic distribution is used in survival analysis. The main objective of this study is to determine the best estimator for the parameters of this distribution. Estimation methods proposed are Lindley's method under Bayesian framework with two different loss functions; squared error loss function (SELF) and linear exponential loss (LINEX) function and maximum likelihood estimation (MLE). Through a simulation study, the performance of the proposed estimators is compared with respect to their corresponding root mean square error (RMSE). Estimator under SELF is found to be performing better than the estimator under LINEX loss function and the MLE estimators. In conclusion, the estimated parameter under squared error loss function (SELF) is comparatively the best compared to linear exponential (LINEX) loss function and maximum likelihood estimation (MLE). Malaysian Mathematical Science Society 2021 Article PeerReviewed Nazri, Fatin Syazwani and Zulkafli, Hani Syahida and Abd Rahman, Nur Haizum (2021) Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation. Menemui Matematik, 43 (1). 61 - 67. ISSN 2231-7023 https://myjms.mohe.gov.my/index.php/dismath/article/view/15545 |
| spellingShingle | Nazri, Fatin Syazwani Zulkafli, Hani Syahida Abd Rahman, Nur Haizum Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation |
| title | Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation |
| title_full | Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation |
| title_fullStr | Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation |
| title_full_unstemmed | Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation |
| title_short | Bayesian estimation of two-parameters Rayleigh-logarithmic using Lindley approximation |
| title_sort | bayesian estimation of two-parameters rayleigh-logarithmic using lindley approximation |
| url | http://psasir.upm.edu.my/id/eprint/96185/ http://psasir.upm.edu.my/id/eprint/96185/ |