Mathematics and Statistics Journal

ISSN-2077-4591
Journal home page: http://www.iwnest.com/MSJ/
2016. 2(3): 9-15

RSEARCH ARTICLE

Reliability Estimation in Inverse Rayleigh

Distribution using Precautionary Loss
Function
Huda, A. Rasheed and Raghda, kh. Aaref
Al-Mustansiriyah University, College of Science, Department of Mathematics, Baghdad, Iraq.
Address For Correspondence:
Huda, A. Rasheed, AL-Mustansiriyah University, Collage of Science, Dep of Math. IRAQ

Received 13 June 2016; accepted 10 September 2016; published 30 September 2016

ABSTRACT
For estimating an unknown parameter and reliability function for the Inverse Rayleigh distribution, we obtained
some Bayes estimators under Precautionary loss function using Non-informative prior, represented by Jefferys
prior and Informative priors as Gamma prior. According to Monte-Carlo simulation study, the performance of
these estimates is compared depending on the mean squared errors (MSEs), while the performance of reliability
estimates is compared depending on the Integrated mean squared errors (IMSEs). In this paper we observe that,
the performance of Bayes estimator under Precautionary loss function with Gamma prior is the best in
performance than other estimators for all cases.
Keywords: Inverse Rayleigh distribution, MLE, Bayes estimator, Precautionary loss Function, Jefferys prior
and Gamma prior
INTRODUCTION
The Inverse Rayleigh distribution has many applications to a wide range of situations, involving life test
and reliability studies [7]. Voda (1972) has mentioned that the distribution of lifetimes of several types of
experimental units can be approximated by the Inverse Rayleigh distribution [6]. Gharraph (1993) derived five
measures of location for the Inverse Rayleigh distribution. These measures are the mean, harmonic mean,
geometric mean, mode, and the median. He, also, estimated the unknown parameter using different methods of
estimation. A comparison of these estimates was discussed numerically in term of their bias and root mean
square error [7]. In (2010), Soliman and other researchers studied the estimation and prediction from Inverse
Rayleigh distribution based on lower record values, Bayes estimators have been developed under squared error
and zero one-loss functions. In (2012), Dey discussed the Bayesian estimation of the parameter and reliability
function of an Inverse Rayleigh distribution using different loss function represented by Square error, LINEX
loss function. In (2013) Tabassum and others studied the Bayes estimation of the parameters of the Inverse
Rayleigh distribution for left censored data under Symmetric and asymmetric loss functions. In (2014)
Muhammad Shuaib Khan obtained the Modified Inverse Rayleigh Distribution as a special case of Inverse
Weibull, which is extension to it. In (2015) Guobing discussed Bayes estimation for Inverse Rayleigh model
under different loss functions represented by squared error loss, LINEX loss and entropy loss functions. In
(2015) Rasheed and others, compared between the classical estimators with the Bayes estimators of one
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ToCite ThisArticle:Huda, A. Rasheed and Raghda, kh. Aaref.,Reliability Estimation in Inverse Rayleigh Distribution using Precautionary
Loss Function. Mathematics and Statistics Journal, 2(3): 9-15, 2016

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Huda, A. Rasheed and Raghda, kh. Aaref,2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 9-15

parameter Inverse Rayleigh distribution under Generalized squared error loss function. Finally, in (2016)
Rasheed and Aref discussed the Bayesian approach for estimating the scale parameter of Inverse Rayleigh
distribution under different loss function.
In this paper will discuss the Reliability Estimation for Inverse Rayleigh distribution using Precautionary
loss function.
1- One Parameter Inverse Rayleigh Distribution:
The probability density function of the Inverse Rayleigh distribution with scale parameter is defined as
follows:
2
(; ) = 3 2 x > 0 , > 0
(1)

The corresponding cumulative distribution function (C.D.F) is:

(; ) = 2

; > 0 , > 0

(2)

Therefore, Reliability, failure rate and the Cumulative failure rate (Hazard Rate) functions of Inverse
Rayleigh distribution are given, respectively, by:

(3)

(; ) = 1 (; ) = 1 2
(; )
(; )

(; ) =

(4)

(; ) = () = (

(5)

1)

2-Maximum Likelihood Estimator:

In this section, we obtained some classical estimators of the parameter for the Inverse Rayleigh distribution
represented by Maximum likelihood estimator.
Given x1,x2,, xn a random sample of size n from Inverse Rayleigh distribution, we consider estimation
using method of Maximum likelihood as follows:

1
1

(1 , 2 , , ; ) = 2 3 exp[ 2 ]

=1

=1

The Maximum likelihood estimator (MLE) of will be the solution of the equation
ln ( ;)

=0 2

= 0 , hence:
=

, where T = ni=0

1
xi 2

(6)

Using the invariance property, the MLE for R (t) denoted by ()may be obtained by replacing by its
MLE in (3)

(t) = 1

(7)

3- Bayesian Estimators under Precautionary Loss Function:

Precautionary loss function is one of asymmetric loss function which is proposed by Norstrom (1996),
which is introduced as follows:
2
( )
L( , ) =

The loss function approach infinitely near the origin to prevent under estimation, thus giving conservative
estimators ,especially when low failure rates are being estimated .It is very useful when underestimation may
lead to serious consequences .For instance, in the case of estimation of a financial charge or size of an order,
underestimation has much more serious consequences.
Then, the risk function under the Precautionary loss function is denoted by R P ( , ) is:

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Huda, A. Rasheed and Raghda, kh. Aaref,2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 9-15

R P ( , ) = E[L( , )]

R P ( , ) = L( , )h(|x)d
0

The risk can be minimized simply by setting the first derivative to zero. Hence, of the Precautionary loss
function is:
= E(2 |x)(8)
According to the Precautionary loss function, the corresponding Bayes estimator for the reliability function
will be:
() = (()2 |)

(9)

4- Prior and Posterior Distribution for ():

In order to get better understanding of our Bayesian analysis, we consider informative as well as noninformative prior density for , as follows:
(i) Posterior Distribution Using Jeffreys Prior Information:
Assume that () has non-informative prior density defined as using Jefferys prior information g (), which
is given by: [7]
1 ()
Where () represented Fisher information, defined as, follows:
() = [

2 ln (; , )
]
2

1 () = (

2 ln (; )
)
2

, b is a constant

=1

=1

1
1
n ( ; ) = (2) + n() + 3 2

n ( ; ) 1
1
= 2

=1

2 ln ( ; )
1
= 2
2

Hence, we get:
(

2 ln ( ; )
1
)= 2
2

After substitution into (10), we find that:

,
>0

Now, the posterior density function is:

1 () =

1 (|) =

1 ()(; 1 2 )

0 1 ()(; 1 2 )

(10)

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Huda, A. Rasheed and Raghda, kh. Aaref,2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 9-15

Therefore, the posterior density functions of () with Jefferys prior is given by:
1

1 (|) =

, T =
=0

1
2

Notice that: |x~Gamma ( n , T ), with E() =

Now, based on Jeffreys prior, we have:

(11)

, () =

( |) = h1 (|x)d
0

=
0

Hence, E( |) =

(+)

Therefore, the Bayes estimator for of inverse Rayleigh distribution under Precautionary loss function with
Jeffreys prior denoted by PJ will be:
( + 1)
PJ =
2

(12)

(ii) Posterior Distribution Using Gamma Prior:

The prior predictive prior distribution using Gamma distribution is defined as follow:
1
; >0

Since, the posterior distribution of () will be as follows:

2 () =

2 (|) =

2 ()(; 1 2 . . )

0 2 ()(; 1 2 . . )

2 (|) =

+ 1+
( + )

(13)

Notice that:

|x~Gamma( + , ) ,
+
E() =

+
, () =
2

=
=0

1
+ , with
2

( |) = h2 (|x)d
0

E( |) =

( + + )
( + )

Therefore, the Bayes estimator for of Inverse Rayleigh distribution under Precautionary loss function with
Gamma prior denoted by PG is:
PG =

( + )( + + 1)
2

(14)

5. Bayes Estimator for Reliability Function:

In this subsection, we have obtained the Bayes estimatorfor reliability function of Inverse Rayleigh
distribution under Precautionary loss function

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Mathematics and Statistics Journal, 2(3) July 2016, Pages: 9-15

() = (()2 |t)

(15)

(i) Bayes Estimator for Reliability Function under Jeffreys Prior:

() = 1 2

(16)

Then, we have that (()2 |) = 0 ()2 1 (|)

2
2
(() |) = 1 2 ( 2
) + ( 2
)
+ 1
+ 2

(17)

Therefore, the Bayes estimator for the () of inverse Rayleigh distribution under Precautionary Loss
Function with Jeffery Prior denoted by() is given by:

() = 1 2 (

2
2
)
+
(
)
2 + 1
2 + 2

(18)

(ii) Bayes Estimator for Reliability Function under Gamma Prior:

Recall that () = 1 2 , then, we have:

(()2 |) = ()2 2 (|)

0

(()2 |) = 1 2 (

2
)
2 + 1

+ (

2
)
2 + 2

(19)

Therefore, the Bayes estimator for the () of inverse Rayleigh distribution under Precautionary loss
function with Gamma Prior denoted by() is given by:
() = 1 2 (

2
)
2 + 1

+(

2
)
2 + 2

(20)

6. Simulation Results:
In our simulation study, the process have been repeated 5000 times (L=5000). We generated samples of
size n = 10, 25, 50, and 100 from Inverse Rayleigh distribution with = 0.5, 1.5 and 3. The values of the
parameters Gamma prior are chosen to be = 1.2,3 , = 0.8.
The expected values and mean squared errors (MSE's) for all estimates of the parameter are obtained,
where:
2
=1( )
() =
; = 1, 2 , 3, ,

and integral mean squares error (IMSE) forall estimates of the reliability function of Inverse Rayleigh
distribution which i s defined as distance between the estimate value of thereliability function and actual value
of reliability function is given as follows:
(()) =

=1
( ( ))

=1

=1

, i = 1, 2, , L , nt the random limits of

1
1
2
( ()) = [ ( ( ) ( )) ]

The results were summarized and tabulated in the following tables for each estimator and for all sample
sizes as follows:

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Huda, A. Rasheed and Raghda, kh. Aaref,2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 9-15

Table 1: Expected Values and MSEs of the Different Estimates for the Inverse Rayleigh Distribution when =0.5
Precautionary Loss Function
Estimates
n
MLE
Gamma Prior with = 0.8
Jefferys Prior
Criteria
= 1.2
=3
EXP
0.553302
0.580309
0.581496
0.527892
10
MSE
0.042065
0.049595
0.042779
0.024445
EXP
0.521785
0.532119
0.534833
0.515195
25
MSE
0.012816
0.013866
0.013475
0.010730
EXP
0.510213
0.515290
0.516989
0.507593
50
MSE
0.005678
0.005919
0.005865
0.005231
EXP
0.505357
0.507877
0.508804
0.504199
100
MSE
0.002650
0.002710
0.002702
0.002548
Table 2: Expected Values and MSEs of the Different Estimates for the Inverse Rayleigh Distribution when =1.5
Precautionary Loss Function
Estimates
n
MLE
Gamma Prior with = 0.8
Jefferys Prior
Criteria
= 1.2
=3
EXP
1.659905
1.740925
1.537016
1.219724
10
MSE
0.378583
0.446359
0.188728
0.149897
EXP
1.565356
1.596357
1.526935
1.377928
25
MSE
0.115340
0.124796
0.090595
0.073844
EXP
1.530638
1.545870
1.513612
1.435916
50
MSE
0.051104
0.053272
0.045607
0.040746
EXP
1.516070
1.523633
1.508051
1.468325
100
MSE
0.023854
0.024390
0.022563
0.021206
Table 3: Expected Values and MSEs of the Different Estimates for the Inverse Rayleigh Distribution when =3
Precautionary Loss Function
Estimates
n
MLE
Gamma Prior with = 0.8
Jefferys Prior
Criteria
= 1.2
=3
EXP
3.319811
3.481849
2.617934
1.826401
10
MSE
1.514333
1.785436
0.527720
1.465748
EXP
3.130712
3.192713
2.848283
2.372904
25
MSE
0.461359
0.499183
0.292874
0.521597
EXP
3.061275
3.091739
2.921790
2.646004
50
MSE
0.204416
0.213090
0.163339
0.230396
EXP
3.032140
3.047266
2.962658
2.813222
100
MSE
0.095417
0.097562
0.085129
0.102865
Table 4: IMSE's of the Different Estimates for R(t) of Inverse Rayleigh Distribution where = 0.5, R(t) = 0.054041
Precautionary Loss Function
Estimates
MLE
Gamma Prior with = .
n
Jeffrey prior
= .
=
10
0.001773
0.001906
0.001684
0.001038
25
0.000591
0.000616
0.000598
0.000489
50
0.000268
0.000274
0.000271
0.000245
100
0.000127
0.000128
0.000128
0.000121
Table 5: IMSE's of the Different Estimates for R(t) of Inverse Rayleigh Distribution where = 1.5, R(t) = 0.1535183
Precautionary Loss Function
Estimates
MLE
Gamma prior with = .
Jeffreys prior
n
= .
=
10
0.007101
0.006902
0.003975
0.004864
25
0.002653
0.002636
0.002101
0.002113
50
0.001246
0.001243
0.001111
0.001106
100
0.000600
0.000600
0.000566
0.000562
Table 6: IMSE's of the Different Estimates forR(t) of Inverse Rayleigh Distribution where = 3, R(t) = 0.2834688
Precautionary Loss Function
Estimates
MLE
Gamma prior with = .
n
Jeffreys prior
= .
=
10
0.0106768
0.0098514
0.0081841
0.0261312
25
0.0043367
0.0041940
0.0036816
0.0081868
50
0.0020938
0.0020589
0.0019244
0.0032734
100
0.0010241
0.0010154
0.0009769
0.0013407

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Mathematics and Statistics Journal, 2(3) July 2016, Pages: 9-15

Discussion:
The results of the simulation study for estimating the scale parameter ()and reliability function R(t) of
Inverse Rayleigh distribution showed that, the performance of Bayes estimator under Precautionary loss
function with Gamma prior (Provided that chosen the value of is inversely proportional to the value of ) is
the best, comparing to other estimators for all cases.
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