BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION
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 Er...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Springer
2018-06-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/25898355/view |
| _version_ | 1818006372751507456 |
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| author | Kawsar Fatima S.P Ahmad* |
| author_facet | Kawsar Fatima S.P Ahmad* |
| author_sort | Kawsar Fatima |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-14T05:00:11Z |
| format | Article |
| id | doaj.art-dca2597d56da47e285c118415584cff5 |
| institution | Directory Open Access Journal |
| issn | 1538-7887 |
| language | English |
| last_indexed | 2024-04-14T05:00:11Z |
| publishDate | 2018-06-01 |
| publisher | Springer |
| record_format | Article |
| series | Journal of Statistical Theory and Applications (JSTA) |
| spelling | doaj.art-dca2597d56da47e285c118415584cff52022-12-22T02:10:59ZengSpringerJournal of Statistical Theory and Applications (JSTA)1538-78872018-06-0117210.2991/jsta.2018.17.2.13BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTIONKawsar FatimaS.P Ahmad*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.https://www.atlantis-press.com/article/25898355/viewExponentiated Moment Exponential distributionMaximum Likelihood EstimatorBayesian estimationPriorsLoss functions |
| spellingShingle | Kawsar Fatima S.P Ahmad* BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION Journal of Statistical Theory and Applications (JSTA) Exponentiated Moment Exponential distribution Maximum Likelihood Estimator Bayesian estimation Priors Loss functions |
| title | BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION |
| title_full | BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION |
| title_fullStr | BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION |
| title_full_unstemmed | BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION |
| title_short | BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION |
| title_sort | bayesian approach in estimation of shape parameter of the exponentiated moment exponential distribution |
| topic | Exponentiated Moment Exponential distribution Maximum Likelihood Estimator Bayesian estimation Priors Loss functions |
| url | https://www.atlantis-press.com/article/25898355/view |
| work_keys_str_mv | AT kawsarfatima bayesianapproachinestimationofshapeparameteroftheexponentiatedmomentexponentialdistribution AT spahmad bayesianapproachinestimationofshapeparameteroftheexponentiatedmomentexponentialdistribution |