[KSCI] Korea Science Citation Index Service

ESTIMATION OF SCALE PARAMETER AND P(Y < X) FROM RAYLEIGH DISTRIBUTION

Kim, Chan-Soo (Department of Applied Mathematics, Kongju National University)
Chung, Youn-Shik (Department of Statistics, Pusan National University)

Publication Information

Journal of the Korean Statistical Society / v.32, no.3, 2003 , pp. 289-298 More about this Journal

Abstract

We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R ＝ P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

Keywords

Posterior expected loss; stress-strength model; weighted balanced loss function.;

Citations & Related Records

Reference

1	Approximate Bayesian methods / [ LINDLEY,D.V.;J.M.Bernardo(ed.);M.H.Degroot(ed.);D.V.Lindley(ed.);A.M.F.Smith(ed.) ] / Bayesian Statistics
2	Estimation of the probability that Y〈 X / [ ENIS,P.;GEISSER,S. ] / Journal of the American Statistical Association ScienceOn
3	The estimation of reliability from stress-strength relationship / [ CHURCH,J.D.;HARRIS,B. ] / Technometrics ScienceOn
4	Simultaneous estimation of the multivariate normal mean under balanced loss function / [ CHUNG,Y.;KIM,C. ] / Communications in Statistics-Theory and Methods ScienceOn
5	Testing reliability in a stress-strength model when X and Y are normally distributed / [ WEERAHANDI,S.;JOHNSON,R.A. ] / Technometrics ScienceOn
6	Bayesian and Non-Bayesian estimation using balanced loss functions / [ ZELLNER,A.;J.O.Berger(ed.);S.S.Gupta(ed.) ] / Statistical Decision Theory and Related Topics V
7	A new class of minimax estimators of multivariate normal mean vectors under balanced loss function / [ CHUNG,Y.;KIM,C.;DEY,D.K. ] / Statistics and Decisions
8	Weighted balanced loss function and estimation of the mean time to failure / [ RODRIGUES,J.;ZELLNER,A. ] / Communications in Statistics-Theory and Methods ScienceOn