PERBANDINGAN METODE MLE BAYESIAN LOSS FUNCTION DALAM PENDUGAAN PARAMETER DISTRIBUSI INVERS RAYLEIGH

The purposes of this study are to estimate the scale parameter  of invers Rayleigh distribution under MLE, Bayesian Generalized square error loss function (SELF), and Bayesian LINEX loss function . The posterior distribution is considered to use two types of prior, namely Jeffrey’s prior and exponen...

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Bibliographic Details
Published in:Jurnal Lebesgue
Main Authors: Muhammad Iqbal, Ferra Yanuar, Dodi Devianto
Format: Article
Language:English
Published: Universitas Bina Bangsa 2023-08-01
Subjects:
distribusi invers rayleigh mle
distribusi eksponensial
bayes linex
bayes generalized self
jeffrey’s prior mle
inverse rayleigh
exponential distribution
bayesian generalized self
Online Access:https://lebesgue.lppmbinabangsa.id/index.php/home/article/view/400
Description
Summary:The purposes of this study are to estimate the scale parameter  of invers Rayleigh distribution under MLE, Bayesian Generalized square error loss function (SELF), and Bayesian LINEX loss function . The posterior distribution is considered to use two types of prior, namely Jeffrey’s prior and exponential distribution. The proposed methods are then employed in the real data. Several criteria AIC, AICc, and BIC for the selection model are considered in order to identify the method which results in a suitable value of parameter estimated. This study found that Bayesian Generalized SELF at first polynomial  and Bayesian LINEX loss function under exponential distribution  yielded better estimation values than MLE based on AIC, AICc, and BIC
ISSN:2721-8929
2721-8937

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