摘要:This paper provides the estimation of the scale parameter of the
exponential distribution under multiply type-II censoring. Using generalized
non-informative prior and natural conjugate prior, Bayes estimator and approximate
Bayes estimators of the scale parameter have been obtained under
square error loss function. The proposed Bayes estimators and approximate
Bayes estimators are compared with the estimators proposed by Singh et al.
(2005) and Balasubramanian and Balakrishnan (1992) on the basis of their
simulated risks under square error loss function of 1000 randomly generated
Monte Carlo samples.
关键词:Exponential Distribution, Maximum Likelihood Estimation, Non-
Informative Prior, Natural Conjugate Prior, Monte Carlo Simulation.