Using standard Bayesian estimation by simulation technique to estimate parameter of Exponential-Rayleigh models

Abstract

In this paper, the point estimation method for parameters  and  of the parameters of the Exponential-Rayleigh distribution have been estimated by using the simulation technique by using two Bayesian estimation methods; The first Bayesian method of estimation  consists of  standard Bayesian estimation  methods and the second Bayesian estimation method consists lindley approximation Bayes estimation method to estimate all the unknown parameters  of Exponential-Rayleigh distribution. Comparisons between these two methods were made by employing the Mean squares error criterion. Applying a simulation technique with different sample sizes, these methods are being compared. The simulation procedure is used to generate some sample sizes and mean squares error measure, and when we compared between the above two methods, we find that lindley approximation estimation method has the lower Mean squares error.