Using Entropy and Linear Exponential Loos Function Estimators the Parameter and Reliability Function of Inverse Rayleigh Distribution

Abstract

This paper is devoted to compare the performance of non-Bayesian estimators representedby the Maximum likelihood estimator of the scale parameter and reliability function of inverseRayleigh distribution with Bayesian estimators obtained under two types of loss functionspecifically; the linear, exponential (LINEX) loss function and Entropy loss function, takinginto consideration the informative and non-informative priors. The performance of suchestimators assessed on the basis of mean square error (MSE) criterion. The Monte Carlosimulation experiments are conducted in order to obtain the required results.