Empirical bayes estimators of parameter and reliability function for compound rayleigh distribution under record data

摘要

Based on the record samples, the empirical Bayes estimators of parameter and reliability function for Compound Rayleigh distribution is investigated under the symmetric and asymmetric loss function. In this case the symmetric loss function is squared error and for the asymmetric loss functions, we consider LINEX and general Entropy loss function. In this paper, we obtain the Bayes estimators of the parameter and reliability function Different from the predecessor, the empirical Bayes estimators of the parameter and reliability function are then derived where hyper-parameter is estimated using maximum likelihood method. In order to investigate the accuracy of the estimation methods, an illustrative example is examined numerically by means of Monte-Carlo simulation.