Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Bayesian estimation for Rayleigh models

  • Oh, Ji Eun (Department of Statistics, Kyungpook National University) ;
  • Song, Joon Jin (Department of Statistical Science, Baylor University) ;
  • Sohn, Joong Kweon (Department of Statistics, Kyungpook National University)
  • Received : 2017.04.27
  • Accepted : 2017.06.01
  • Published : 2017.07.31
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Abstract

The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.

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References

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