标题：Bayesian Premium Estimators for Mixture of Two Gamma Distributions Under Squared Error, Entropy and Linex Loss Functions: With Informative and Non Informative Priors
期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2018
卷号：17
期号：4
页码：77-89
DOI：10.2991/jsta.2018.17.4.8
语种：English
出版社：Atlantis Press
摘要：In this paper, we consider the Zeghdoudi distribution as the conditional distribution of Xn , we focus on estimation of the Bayesian premium under three loss functions (squared error which is symmetric, Linex and entropy, which are asymmetric), using non-informative and informative priors (the extension of Jeffreys and Gamma priors) respectively. Because of its difficulty and non linearity, we use a numerical approximation for computing the Bayesian premium.
