In this paper, Bayesian estimator for the parameter and reliability function of inverse Rayleigh distribution (IRD) were obtained Under three types of loss function, namely, square error loss function (SELF), Modified Square error loss function (MSELF) and Precautionary loss function (PLF),taking into consideration the informative and non- informative prior. The performance of such estimators was assessed on the basis of mean square error (MSE) criterion by performing a Monte Carlo simulation technique.
This work, deals with Kumaraswamy distribution. Kumaraswamy (1976, 1978) showed well known probability distribution functions such as the normal, beta and log-normal but in (1980) Kumaraswamy developed a more general probability density function for double bounded random processes, which is known as Kumaraswamy’s distribution. Classical maximum likelihood and Bayes methods estimator are used to estimate the unknown shape parameter (b). Reliability function are obtained using symmetric loss functions by using three types of informative priors two single priors and one double prior. In addition, a comparison is made for the performance of these estimators with respect to the numerical solution which are found using expansion method. The
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We have presented the distribution of the exponentiated expanded power function (EEPF) with four parameters, where this distribution was created by the exponentiated expanded method created by the scientist Gupta to expand the exponential distribution by adding a new shape parameter to the cumulative function of the distribution, resulting in a new distribution, and this method is characterized by obtaining a distribution that belongs for the exponential family. We also obtained a function of survival rate and failure rate for this distribution, where some mathematical properties were derived, then we used the method of maximum likelihood (ML) and method least squares developed (LSD)
... Show MoreIn this paper, we investigate the connection between the hierarchical models and the power prior distribution in quantile regression (QReg). Under specific quantile, we develop an expression for the power parameter ( ) to calibrate the power prior distribution for quantile regression to a corresponding hierarchical model. In addition, we estimate the relation between the and the quantile level via hierarchical model. Our proposed methodology is illustrated with real data example.
This paper deals with, Bayesian estimation of the parameters of Gamma distribution under Generalized Weighted loss function, based on Gamma and Exponential priors for the shape and scale parameters, respectively. Moment, Maximum likelihood estimators and Lindley’s approximation have been used effectively in Bayesian estimation. Based on Monte Carlo simulation method, those estimators are compared in terms of the mean squared errors (MSE’s).
In this article we derive two reliability mathematical expressions of two kinds of s-out of -k stress-strength model systems; and . Both stress and strength are assumed to have an Inverse Lomax distribution with unknown shape parameters and a common known scale parameter. The increase and decrease in the real values of the two reliabilities are studied according to the increase and decrease in the distribution parameters. Two estimation methods are used to estimate the distribution parameters and the reliabilities, which are Maximum Likelihood and Regression. A comparison is made between the estimators based on a simulation study by the mean squared error criteria, which revealed that the maximum likelihood estimator works the best.
In this paper, we derived an estimator of reliability function for Laplace distribution with two parameters using Bayes method with square error loss function, Jeffery’s formula and conditional probability random variable of observation. The main objective of this study is to find the efficiency of the derived Bayesian estimator compared to the maximum likelihood of this function and moment method using simulation technique by Monte Carlo method under different Laplace distribution parameters and sample sizes. The consequences have shown that Bayes estimator has been more efficient than the maximum likelihood estimator and moment estimator in all samples sizes
In this research, the semiparametric Bayesian method is compared with the classical method to estimate reliability function of three systems : k-out of-n system, series system, and parallel system. Each system consists of three components, the first one represents the composite parametric in which failure times distributed as exponential, whereas the second and the third components are nonparametric ones in which reliability estimations depend on Kernel method using two methods to estimate bandwidth parameter h method and Kaplan-Meier method. To indicate a better method for system reliability function estimation, it has be
... Show MoreExponential distribution is one of most common distributions in studies and scientific researches with wide application in the fields of reliability, engineering and in analyzing survival function therefore the researcher has carried on extended studies in the characteristics of this distribution.
In this research, estimation of survival function for truncated exponential distribution in the maximum likelihood methods and Bayes first and second method, least square method and Jackknife dependent in the first place on the maximum likelihood method, then on Bayes first method then comparing then using simulation, thus to accomplish this task, different size samples have been adopted by the searcher us
... Show MoreIn this research , we study the inverse Gompertz distribution (IG) and estimate the survival function of the distribution , and the survival function was evaluated using three methods (the Maximum likelihood, least squares, and percentiles estimators) and choosing the best method estimation ,as it was found that the best method for estimating the survival function is the squares-least method because it has the lowest IMSE and for all sample sizes