期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2019
卷号：15
期号：1
页码：217-230
DOI：10.18187/pjsor.v15i1.2569
出版社：College of Statistical and Actuarial Sciences
摘要：This paper discusses maximum likelihood and Bayes estimation of the two unknown parameters of Nadarajah and Haghighi distribution based on record values. Different Bayes estimates are derived under squared error, balanced squared error and general entropy loss functions by using Jeffreys' prior information and extension of Jeffreys' prior information. It is observed that the associated posterior distribution appears in an intractable form. So, we have used Tierney and Kadane approximation method to compute these estimates. Finally, numerical computations are presented based on generated record values using R software.
关键词：Bayesian estimation; Maximum likelihood estimation; Jeffreys' prior
其他关键词：Bayesian estimation; Maximum likelihood estimation; Jeffrey’s prior information; Extension of Jeffrey’s prior information; Loss functions; Tierney-Kadane approximation; Record values
