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

Authors

Rahul Singh Department of Administrative Reforms, Govt. of Uttar Pradesh, Lucknow, India
Sanjay Kumar Singh Department of Statistics, Banaras Hindu University, Varanasi-221005, India
Umesh Singh Department of Statistics, Banaras Hindu University, Varanasi-221005, India
Gyan Prakash Singh Division of Biostatistics, Institute of Medical Sciences, Banaras Hindu University, Varanasi-221005, India

DOI:

https://doi.org/10.2481/dsj.7.65

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.

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Published

2008-05-30

Issue

Vol. 7 (2008)

Section

Research Papers

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