Bayesian Approximation Techniques of Inverse Rayleigh Distribution

Kawsar Fatima; S.P. Ahmad

doi:10.37591/rrjost.v7i1.184

Abstract

The present study is concerned with the estimation of inverse Rayleighdistribution using various Bayesian approximation techniques like normal approximation, and Tierney and Kadane (T-K) approximation. Different informative and non-informative priors are used to obtain the Baye’s estimate of inverse Rayleighdistribution under different approximation techniques. The simulation study has been conducted for comparison of Baye’s estimates obtained under different approximations using different priors. A real life example has also been discussed to compare the performance of these estimates. Keywords: Bayesian estimation, prior distribution, normal approximation, T-K approximationCite this ArticleKawsar Fatima, Ahmad SP. Bayesian Approximation Techniques of Inverse Rayleigh Distribution. Research & Reviews: Journal of Statistics. 2018; 7(1): 50–59p.