A weighted model based on the Rayleigh distribution is proposed and the statistical and reliability properties of this model are presented. Some non-Bayesian and Bayesian methods are used to estimate the β parameter of proposed model. The Bayes estimators are obtained under the symmetric (squared error) and the asymmetric (linear exponential) loss functions using non-informative and reciprocal gamma priors. The performance of the estimators is assessed on the basis of their biases and relative risks under the two above-mentioned loss functions. A simulation study is constructed to evaluate the ability of considered estimation methods. The suitability of the proposed model for a real data is shown by using the Kolmogorov-Smirnov goodness-of-fit test.



Recommended Citation

Ajami, M., & Jahanshahi, S. M. A. (2017). Parameter Estimation In Weighted Rayleigh Distribution. Journal of Modern Applied Statistical Methods, 16(2), 256-276. doi: 10.22237/jmasm/1509495240