Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data
The comparison of empirical Bayes and generalized maximum likelihood estimates of reliability performances is made in terms of risk efficiencies when the data are progressively Type II censored from Rayleigh distribution. The empirical Bayes estimates are obtained using an asymmetric loss function....
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2014/809706 |
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| _version_ | 1832564556370542592 |
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| author | Dinesh Barot Manhar Patel |
| author_facet | Dinesh Barot Manhar Patel |
| author_sort | Dinesh Barot |
| collection | DOAJ |
| description | The comparison of empirical Bayes and generalized maximum likelihood estimates of reliability performances is made in terms of risk efficiencies when the data are progressively Type II censored from Rayleigh distribution. The empirical Bayes estimates are obtained using an asymmetric loss function. The risk functions of the estimates and risk efficiencies are obtained under this loss function. A real data set is presented to illustrate the proposed comparison method, and the performance of the estimates is examined and compared in terms of risk efficiencies by means of Monte Carlo simulations. The simulation results indicate that the proposed empirical Bayes estimates are more preferable than the generalized maximum likelihood estimates. |
| format | Article |
| id | doaj-art-a00e0bd8d996416293b8a03af36fd51a |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-a00e0bd8d996416293b8a03af36fd51a2025-02-03T01:10:44ZengWileyJournal of Probability and Statistics1687-952X1687-95382014-01-01201410.1155/2014/809706809706Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored DataDinesh Barot0Manhar Patel1Department of Statistics, H. L. Institute of Commerce, Ahmedabad University, Ahmedabad 380009, IndiaDepartment of Statistics, School of Sciences, Gujarat University, Ahmedabad 380009, IndiaThe comparison of empirical Bayes and generalized maximum likelihood estimates of reliability performances is made in terms of risk efficiencies when the data are progressively Type II censored from Rayleigh distribution. The empirical Bayes estimates are obtained using an asymmetric loss function. The risk functions of the estimates and risk efficiencies are obtained under this loss function. A real data set is presented to illustrate the proposed comparison method, and the performance of the estimates is examined and compared in terms of risk efficiencies by means of Monte Carlo simulations. The simulation results indicate that the proposed empirical Bayes estimates are more preferable than the generalized maximum likelihood estimates.http://dx.doi.org/10.1155/2014/809706 |
| spellingShingle | Dinesh Barot Manhar Patel Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data Journal of Probability and Statistics |
| title | Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data |
| title_full | Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data |
| title_fullStr | Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data |
| title_full_unstemmed | Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data |
| title_short | Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data |
| title_sort | risk efficiencies of empirical bayes and generalized maximum likelihood estimates for rayleigh model under censored data |
| url | http://dx.doi.org/10.1155/2014/809706 |
| work_keys_str_mv | AT dineshbarot riskefficienciesofempiricalbayesandgeneralizedmaximumlikelihoodestimatesforrayleighmodelundercensoreddata AT manharpatel riskefficienciesofempiricalbayesandgeneralizedmaximumlikelihoodestimatesforrayleighmodelundercensoreddata |