A Bayesian analysis of record statistics from the Rayleigh model
M. I. Hendi, Shaaban Ebrahim Abu-Youssef, A. A. Alraddadi · International Mathematical Forum · 2007
Abstract: Based on upper record values, the Bayes estimators for the parameter, reliability function, and failure rate function of Rayleigh distribution are obtained. These estimators are obtained on the basis of square error and LINEX (linear-exponential) loss functions. Comparisons in terms of risks of those under LINEX loss and squared error loss functions with Bayes estimators relative to square error loss function are given. Numerical and simulation examples are included.