On Posterior Analysis of Inverse Rayleigh Distribution under Singly and Doubly Type II Censored Data

In this paper, the Bayesian analysis of inverse Rayleigh distribution has been considered under singly and doubly type II censored data. The Bayes estimators and corresponding risks have been derived under the assumption of non-informative priors and using symmetric and asymmetric loss functions. The credible intervals have been constructed under the assumption of non-informative priors. The inverse transformation method of simulation has been used for data generation in order to assess and compare the performance of the derived point and interval estimators. The simulation study has been conducted using different sample sizes and various parametric values to analyze the properties of the said estimators.