Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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ESTIMATION OF SCALE PARAMETER FROM RAYLEIGH DISTRIBUTION UNDER ENTROPY LOSS

  • Chung, Youn-Shik (Department of Statistics, and Research Institute of Information and Communication Pusan National University)
  • Published : 1995.03.01

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Abstract

Entropy loss is derived by the scale parameter of Rayleigh distribution. Under this entropy loss we obtain the best invariant estimators and the Bayes estimators of the scale parameter. Also we compare MLE with the proposed estimators.

Keywords