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Preference of Priors for the Generalized Inverse Rayleigh distribution under Different Loss Functions |
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PP: 73-90 |
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doi:10.18576/jsapl/040205
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Author(s) |
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Kawsar Fatima,
S. P. Ahmad,
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Abstract |
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| The main objective of our research problem is to study the Bayesian analysis of the unknown scale parameter of Generalized Inverse Rayleigh distribution under non-informative and informative priors via simulated and real life data. For the posterior distribution of this parameter, we consider Uniform, inverse Levy, inverse Gamma and Gumbel type II priors. The four loss functions taken up are Squared Error Loss function, Quadratic Loss Function, LINEX loss function and Entropy Loss function. Mean square error simulations are performed to compare the performance of these Bayes estimates under various priors and Loss functions in R Software |
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