Bayes Estimator of Generalized-Exponential Parameters under Linex Loss Function Using Lindley's Approximation

Abstract

In this paper, we have obtained the Bayes Estimator of Generalized-Exponential scale and shape parameter using Lindley's approximation (L-approximation) under asymmetric loss functions. The proposed estimators have been compared with the corresponding MLE for their risks based on simulated samples from the Generalized-Exponential distribution.