Bayesian Estimation of the Exponentiated Gamma Parameter and Reliability Function under Asymmetric Loss Function

In this paper, we propose Bayes estimators of the parameter of the exponentiated gamma distribution and associated reliability function under General Entropy loss function for a censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under square...

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Main Authors: Sanjay Kumar Singh, Umesh Singh, Dinesh Kumar
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2011-12-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/107
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author Sanjay Kumar Singh
Umesh Singh
Dinesh Kumar
author_facet Sanjay Kumar Singh
Umesh Singh
Dinesh Kumar
author_sort Sanjay Kumar Singh
collection DOAJ
description In this paper, we propose Bayes estimators of the parameter of the exponentiated gamma distribution and associated reliability function under General Entropy loss function for a censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under squared error loss function and maximum likelihood estimators through their simulated risks (average loss over sample space).
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spelling doaj.art-6f6029fd35ca4a1a9a551de1f33e62d22022-12-22T01:28:31ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712011-12-019310.57805/revstat.v9i3.107Bayesian Estimation of the Exponentiated Gamma Parameter and Reliability Function under Asymmetric Loss FunctionSanjay Kumar Singh 0Umesh Singh 1Dinesh Kumar 2Banaras Hindu UniversityBanaras Hindu UniversityBanaras Hindu University In this paper, we propose Bayes estimators of the parameter of the exponentiated gamma distribution and associated reliability function under General Entropy loss function for a censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under squared error loss function and maximum likelihood estimators through their simulated risks (average loss over sample space). https://revstat.ine.pt/index.php/REVSTAT/article/view/107exponentiated gamma distributionGeneral Entropy loss functioncensored samplesBayes estimatorssimulated risks
spellingShingle Sanjay Kumar Singh
Umesh Singh
Dinesh Kumar
Bayesian Estimation of the Exponentiated Gamma Parameter and Reliability Function under Asymmetric Loss Function
Revstat Statistical Journal
exponentiated gamma distribution
General Entropy loss function
censored samples
Bayes estimators
simulated risks
title Bayesian Estimation of the Exponentiated Gamma Parameter and Reliability Function under Asymmetric Loss Function
title_full Bayesian Estimation of the Exponentiated Gamma Parameter and Reliability Function under Asymmetric Loss Function
title_fullStr Bayesian Estimation of the Exponentiated Gamma Parameter and Reliability Function under Asymmetric Loss Function
title_full_unstemmed Bayesian Estimation of the Exponentiated Gamma Parameter and Reliability Function under Asymmetric Loss Function
title_short Bayesian Estimation of the Exponentiated Gamma Parameter and Reliability Function under Asymmetric Loss Function
title_sort bayesian estimation of the exponentiated gamma parameter and reliability function under asymmetric loss function
topic exponentiated gamma distribution
General Entropy loss function
censored samples
Bayes estimators
simulated risks
url https://revstat.ine.pt/index.php/REVSTAT/article/view/107
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AT umeshsingh bayesianestimationoftheexponentiatedgammaparameterandreliabilityfunctionunderasymmetriclossfunction
AT dineshkumar bayesianestimationoftheexponentiatedgammaparameterandreliabilityfunctionunderasymmetriclossfunction