- Hacettepe Journal of Mathematics and Statistics
- Vol: 43 Issue: 2
- Bayesian estimation of Marshall–Olkin extended exponential parameters under various approximation te...
Bayesian estimation of Marshall–Olkin extended exponential parameters under various approximation techniques
Authors : Sanjay Kumar Singh, Umesh Singh, Abhimanyu Singh Yadav
Pages : 347-360
View : 14 | Download : 7
Publication Date : 2014-04-01
Article Type : Research
Abstract :In this paper, we propse Bayes estimators of the parameters of Marshall Olkin extended exponential distribution (MOEED) introduced by Marshall-Olkin [2] for complete sample under squared error loss function (SELF). We have used different approximation techniques to obtain the Bayes estimate of the parameters. A Monte Carlo simulation study is carried out to compare the performance of proposed estimators with the corresponding maximum likelihood estimator (MLE’s) on the basis of their simulated risk. A real data set has been considered for illustrative purpose of the study.Keywords : Bayes estimator, Squared error loss function, Lindley’s approximation method, T-K approximation, MCMC method