In this paper, the maximum likelihood estimator and the Bayes estimator of the reliability function for negative exponential distribution has been derived, then a Monte –Carlo simulation technique was employed to compare the performance of such estimators. The integral mean square error (IMSE) was used as a criterion for this comparison. The simulation results displayed that the Bayes estimator performed better than the maximum likelihood estimator for different samples sizes.
In this paper, a Monte Carlo Simulation technique is used to compare the performance of the standard Bayes estimators of the reliability function of the one parameter exponential distribution .Three types of loss functions are adopted, namely, squared error loss function (SELF) ,Precautionary error loss function (PELF) andlinear exponential error loss function(LINEX) with informative and non- informative prior .The criterion integrated mean square error (IMSE) is employed to assess the performance of such estimators
In this paper, a Monte Carlo Simulation technique is used to compare the performance of MLE and the standard Bayes estimators of the reliability function of the one parameter exponential distribution.Two types of loss functions are adopted, namely, squared error loss function (SELF) and modified square error loss function (MSELF) with informative and non- informative prior. The criterion integrated mean square error (IMSE) is employed to assess the performance of such estimators .
In this paper, we have derived Bayesian estimation for the parameters and reliability function of Perks distribution based on two different loss functions, Lindley’s approximation has been used to obtain those values. It is assumed that the parameter behaves as a random variable have a Gumbell Type P prior with non-informative is used. And after the derivation of mathematical formulas of those estimations, the simulation method was used for comparison depending on mean square error (MSE) values and integrated mean absolute percentage error (IMAPE) values respectively. Among of conclusion that have been reached, it is observed that, the LE-NR estimate introduced the best perform for estimating the parameter λ.
Abstract
We produced a study in Estimation for Reliability of the Exponential distribution based on the Bayesian approach. These estimates are derived using Bayesian approaches. In the Bayesian approach, the parameter of the Exponential distribution is assumed to be random variable .we derived bayes estimators of reliability under four types when the prior distribution for the scale parameter of the Exponential distribution is: Inverse Chi-squar
... Show MoreMaximum likelihood estimation method, uniformly minimum variance unbiased estimation method and minimum mean square error estimation, as classical estimation procedures, are frequently used for parameter estimation in statistics, which assuming the parameter is constant , while Bayes method assuming the parameter is random variable and hence the Bayes estimator is an estimator which minimize the Bayes risk for each value the random observable and for square error lose function the Bayes estimator is the posterior mean. It is well known that the Bayesian estimation is hardly used as a parameter estimation technique due to some difficulties to finding a prior distribution.
The interest of this paper is that
... Show Morethe main of this paper is to give a comprehensive presentation of estimating methods namely maximum likelihood bayes and proposed methods for the parameter
In this study, we derived the estimation for Reliability of the Exponential distribution based on the Bayesian approach. In the Bayesian approach, the parameter of the Exponential distribution is assumed to be random variable .We derived posterior distribution the parameter of the Exponential distribution under four types priors distributions for the scale parameter of the Exponential distribution is: Inverse Chi-square distribution, Inverted Gamma distribution, improper distribution, Non-informative distribution. And the estimators for Reliability is obtained using the two proposed loss function in this study which is based on the natural logarithm for Reliability function .We used simulation technique, to compare the
... Show MoreThis paper is concerned with Double Stage Shrinkage Bayesian (DSSB) Estimator for lowering the mean squared error of classical estimator ˆ q for the scale parameter (q) of an exponential distribution in a region (R) around available prior knowledge (q0) about the actual value (q) as initial estimate as well as to reduce the cost of experimentations. In situation where the experimentations are time consuming or very costly, a Double Stage procedure can be used to reduce the expected sample size needed to obtain the estimator. This estimator is shown to have smaller mean squared error for certain choice of the shrinkage weight factor y( ) and for acceptance region R. Expression for
... Show MoreThis paper is interested in comparing the performance of the traditional methods to estimate parameter of exponential distribution (Maximum Likelihood Estimator, Uniformly Minimum Variance Unbiased Estimator) and the Bayes Estimator in the case of data to meet the requirement of exponential distribution and in the case away from the distribution due to the presence of outliers (contaminated values). Through the employment of simulation (Monte Carlo method) and the adoption of the mean square error (MSE) as criterion of statistical comparison between the performance of the three estimators for different sample sizes ranged between small, medium and large (n=5,10,25,50,100) and different cases (wit
... Show MoreIn this paper, Bayes estimators of the parameter of Maxwell distribution have been derived along with maximum likelihood estimator. The non-informative priors; Jeffreys and the extension of Jeffreys prior information has been considered under two different loss functions, the squared error loss function and the modified squared error loss function for comparison purpose. A simulation study has been developed in order to gain an insight into the performance on small, moderate and large samples. The performance of these estimators has been explored numerically under different conditions. The efficiency for the estimators was compared according to the mean square error MSE. The results of comparison by MSE show that the efficiency of Bayes est
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