Estimating parameter of Rayleigh distribution by using Maximum Likelihood method and Bayes method

4th International Conference on Operational Research

Ardianti, Fitri^1 ; Sutarman^1

Department of Mathematics, University of Sumatera Utara, Medan, Indonesia^1

关键词: Entropy loss function;    Estimating parameters;    Loss functions;    Maximum likelihood methods;    Non-informative prior;    Precautionary loss functions;    Prior knowledge;    Rayleigh distributions;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/300/1/012036/pdf
DOI  :  10.1088/1757-899X/300/1/012036

来源: IOP

【 摘 要 】

In this paper, we use Maximum Likelihood estimation and Bayes method under some risk function to estimate parameter of Rayleigh distribution to know the best method. The prior knowledge which used in Bayes method is Jeffrey's non-informative prior. Maximum likelihood estimation and Bayes method under precautionary loss function, entropy loss function, loss function-L1will be compared. We compare these methods by bias and MSE value using R program. After that, the result will be displayed in tables to facilitate the comparisons.