Volume 17, Issue 2, June 2018, Pages 359 - 374
BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION
Authors
Kawsar Fatimakawsarfatima@gmail.com
Department of Statistics, University of Kashmir, Srinagar, India
S.P Ahmad*rosheeba2@gmail.com
Department of Statistics, University of Kashmir, Srinagar, India
Received 1 November 2016, Accepted 19 June 2017, Available Online 30 June 2018.
- DOI
- 10.2991/jsta.2018.17.2.13How to use a DOI?
- Keywords
- Exponentiated Moment Exponential distribution; Maximum Likelihood Estimator; Bayesian estimation; Priors; Loss functions
- Abstract
In this paper, Bayes estimators of the unknown shape parameter of the exponentiated moment exponential distribution (EMED)have been derived by using two informative (gamma and chi-square) priors and two non-informative (Jeffrey’s and uniform) priors under different loss functions, namely, Squared Error Loss function, Entropy loss function and precautionary Loss function. The Maximum likelihood estimator (MLE) is obtained. Also, we used two real life data sets to illustrate the result derived.
- Copyright
- Copyright © 2018, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).
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TY - JOUR AU - Kawsar Fatima AU - S.P Ahmad* PY - 2018 DA - 2018/06/30 TI - BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION JO - Journal of Statistical Theory and Applications SP - 359 EP - 374 VL - 17 IS - 2 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2018.17.2.13 DO - 10.2991/jsta.2018.17.2.13 ID - Fatima2018 ER -