Bayesian Analysis for Generalized Rayleigh Distribution

Abstract

The generalized Rayleigh distribution (GRD) is considered to be a very useful life distribution.  In this paper, we obtain Bayesian estimation of the shape parameter of the two-parameter Generalized Rayleigh distribution using single and double priors. A simulation study is conducted in R software to compare the different priors.

Key Words: Bayes estimation, double prior, hyper parameter, posterior distribution, posterior predictive distribution.