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:2
页码:361-376
DOI:10.2991/jsta.2018.17.2.13
语种:English
出版社:Atlantis Press
摘要: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.
关键词:Exponentiated Moment Exponential distribution;Maximum Likelihood Estimator;Bayesian estimation;Priors;Loss functions