ESTIMATION OF TWO PARAMETER POWERED INVERSE RAYLEIGH DISTRIBUTION.

In this article, we generalize the Inverse Rayleigh distribution using the power transformation. We provide a comprehensive description of the mathematical properties of the powered distribution. The maximum likelihood estimator of the parameters is derived. The Bayes estimation based on square error loss function is computed for general prior information by using Lindely and Tierney and Kadane's (T-K) approximation methods. A Comparisons among the suggested estimation methods have been made using the mean square error criteria and it is observed that The Lindely approximation method is more efficient than maximum likelihood method and T-K approximation method for all cases used. One real data analysis is performed for illustration. [ABSTRACT FROM AUTHOR]