Bayesian inference for Rayleigh distribution under hybrid censoring
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In this paper, and based on a hybrid censored sample from a Rayleigh distribution, Bayes estimators and highest posterior density credible intervals are obtained for the unknown parameter, and some lifetime parameters such as the reliability and hazard rate functions. Bayes estimators are obtained using squared error and linear–exponential loss functions. We also obtain the Bayes predictive estimator and %95 prediction interval for future observations. Finally, a numerical example is given to illustrate the application of the results and Monte Carlo simulations are performed to compare the performances of the different methods.
KeywordsBayesian estimation Hybrid censoring Bayesian prediction Rayleigh distribution
Mathematics Subject Classification62N01 62M20 62F15
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