Journal of Statistical Theory and Applications

Volume 17, Issue 2, June 2018, Pages 359 - 374

BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION

Authors
Kawsar Fatimakawsarfatima@gmail.com
Department of Statistics, University of Kashmir, Srinagar, India
S.P Ahmad*rosheeba2@gmail.com
Department of Statistics, University of Kashmir, Srinagar, India
Received 1 November 2016, Accepted 19 June 2017, Available Online 30 June 2018.
DOI
https://doi.org/10.2991/jsta.2018.17.2.13How to use a DOI?
Keywords
Exponentiated Moment Exponential distribution; Maximum Likelihood Estimator; Bayesian estimation; Priors; Loss functions
Abstract

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.

Copyright
Copyright © 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
17 - 2
Pages
359 - 374
Publication Date
2018/06/30
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
https://doi.org/10.2991/jsta.2018.17.2.13How to use a DOI?
Copyright
Copyright © 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Kawsar Fatima
AU  - S.P Ahmad*
PY  - 2018
DA  - 2018/06/30
TI  - BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION
JO  - Journal of Statistical Theory and Applications
SP  - 359
EP  - 374
VL  - 17
IS  - 2
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2018.17.2.13
DO  - https://doi.org/10.2991/jsta.2018.17.2.13
ID  - Fatima2018
ER  -