Bayesian Shrinkage Estimation in a Class of Life Testing Distribution

Gyan Prakash; D. C. Singh

doi:10.2481/dsj.008-017

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Bayesian Shrinkage Estimation in a Class of Life Testing Distribution

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Keywords: Bayes estimator, Bayes Shrinkage estimator, Squared error loss function (SELF), LINEX loss function (LLF), Reliability function

JOURNAL FREE ACCESS

2010 Volume 8 Pages 243-258

DOI https://doi.org/10.2481/dsj.008-017

View "Advance Publication" version (January 13, 2010).

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Abstract

In the present paper, a class of probability density functions is considered, and the properties of the Bayes estimator and the Bayes Shrinkage estimator of the parameters are studied. The loss functions used are asymmetric loss and squared error loss under different prior distributions. A Bayes estimate of Reliability function is also given.

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