Bayesian inference and prediction of the Rayleigh distribution based on ordered ranked set sampling |
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Authors: | Mohammed S. Kotb |
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Affiliation: | 1. Department of Mathematics, Al-Azhar University, Nasr City, Cairo, Egypt;2. Department of Mathematics, Faculty of Sciences and Arts-Almikwah, Albaha University, Saudi Arabia |
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Abstract: | Based on ordered ranked set sample, Bayesian estimation of the model parameter as well as prediction of the unobserved data from Rayleigh distribution are studied. The Bayes estimates of the parameter involved are obtained using both squared error and asymmetric loss functions. The Bayesian prediction approach is considered for predicting the unobserved lifetimes based on a two-sample prediction problem. A real life dataset and simulation study are used to illustrate our procedures. |
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Keywords: | Bayesian estimation Bayesian prediction Conjugate prior Ordered ranked set sampling Rayleigh distribution Symmetric and asymmetric loss functions |
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