مقدر بييز لمعلمة القياس لتوزيع رايلي تحت دالة خسارة مقترحة باستخدام نوعين من التوزيعات السابقة

Abstract EN

This research aims to find a Bayesian estimator for the scale parameter of the Rayleigh distribution under a proposed loss function, which is called the generalized squared loss function, using two types of prior distributions (non-informative), one of which is based on Jeffrey's information, and the other is based on the extended Jeffrey's information, And by employing the Monte Carlo method of simulation, the Bayesian estimators resulting from the proposed loss function were compared with the standard Bayesian estimator to find out the effectiveness of the proposed loss function in estimating the scale parameter of the Rayleigh distribution.

This is based on the mean squared error (MSE).

The results showed that the Bayesian estimators under the proposed loss function using the prior distribution based on the extended Jeffrey information were the best estimators for all parameter values and sample sizes used in this research.