Estimation and prediction of the inverse Rayleigh model based on lower record values
When the observed data are the lower record values,the maximum likelihood estimation and uniform minimum variance unbiased estimation of the unknown parameter for the inverse Rayleigh distribution are discussed by using the classical method,and the maximum likelihood estimates of the reliability and failure rate are obtained.Taking Gamma distribution as prior distribution of the unknown parameter,the Bayesian estimates of the unknown parameter,probability density function,cumulative distribution function and system reliability of the inverse Rayleigh model are discussed under the squared loss function,and the remaining lifetime of the component is predicted.The properties of the estimators are studied through Monte-Carlo simulation.Finally,numerical examples are used to calculate the values of the estimators.
inverse Rayleigh distributionlower record valuesprior distributionBayesian estimationprediction interval
万方数据
维普
