A. Rasheed, H. (2011). Comparison of the Bayesian Estimations under Different Loss Function and Maximum Likelihood Estimation for Rayleigh Distribution. , 22(6), 211-218.
Huda A. Rasheed. "Comparison of the Bayesian Estimations under Different Loss Function and Maximum Likelihood Estimation for Rayleigh Distribution". , 22, 6, 2011, 211-218.
A. Rasheed, H. (2011). 'Comparison of the Bayesian Estimations under Different Loss Function and Maximum Likelihood Estimation for Rayleigh Distribution', , 22(6), pp. 211-218.
A. Rasheed, H. Comparison of the Bayesian Estimations under Different Loss Function and Maximum Likelihood Estimation for Rayleigh Distribution. , 2011; 22(6): 211-218.

Comparison of the Bayesian Estimations under Different Loss Function and Maximum Likelihood Estimation for Rayleigh Distribution

Al-Mustansiriyah Journal of Science
Article 1, Volume 22, Issue 6, 2011, Pages 211-218
Author
Huda A. Rasheed
Abstract
This paper is concerned with the comparison of some estimators for the scale parameter è of the Rayleigh distribution by applying the Bayes' estimators under different loss functions (using Jeffrey prior information) in addition of the Maximum likelihood estimator (ML). The comparison was based on a Monte Carlo study. Through the simulation study comparison was made on the performance of these estimators with respect to the mean square error (MSE) and reach to, if c is small, the Bayes estimator with modified El- Sayyad loss function is the best estimator with small and medium samples size and ML with large samples size. As c become large based upon the squared error loss function was the best estimator then ML.
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