Abstract

Minimum Risk Estimation of Scale Parameter of Inverse Rayleigh Distribution Under Asymmetric Loss Function

T. N. Pandey and Paresh Sanat*

Department of Mathematics and Statistics, D. D. U. Gorakhpur University, Gorakhpur, 273009, INDIA.

ABSTRACT

The inverse Rayleigh distribution is one of the most important distributions from lifetime model. This distribution has been used frequently as a model for survival analysis, life testing and industrial reliability problems. In this paper, the minimum risk estimators of its scale have been obtained under Linex loss, precautionary loss, and the other two loss functions. The relative efficiencies of the estimators have been calculated for comparison.

Keywords :Inverse Rayleigh distribution, Maximum likelihood estimator, Risk function, Linex loss, Precautionary loss.

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