摘要：The present paper deals with the maximum likelihood and Bayesestimation procedure for the shape and scale parameter of Poisson-exponentialdistribution for complete sample. Bayes estimators under symmetric andasymmetric loss function are obtained using Markov Chain Monte Carlo(MCMC) technique. Performances of the proposed Bayes estimators havebeen studied and compared with their maximum likelihood estimators onthe basis of Monte Carlo study of simulated samples in terms of their risks.The methodology is also illustrated on a real data set.
关键词：Bayes estimators; complementary risk; entropy loss function;Gibbs sampling; loss function; Metropolis-Hasting algorithm; prior distribu-;tion.
