Bayesian Shrinkage Estimation in a Class of Life Testing Distribution

Gyan Prakash; D. C. Singh

doi:10.2481/dsj.008-017

Papers

Bayesian Shrinkage Estimation in a Class of Life Testing Distribution

著者情報

キーワード: Bayes estimator, Bayes Shrinkage estimator, Squared error loss function (SELF), LINEX loss function (LLF), Reliability function

ジャーナルフリー

2010 年 8 巻 p. 243-258

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

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

詳細

抄録

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.

責任著者(Corresponding author)

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