- Tytuł:
- Bayesian and Non Bayesian Method of Estimation of Scale Parameter of Gamma Distribution under Symmetric and Asymmetric Loss Functions
- Autorzy:
-
Gupta, Isha
Gupta, Rahul - Powiązania:
- https://bibliotekanauki.pl/articles/1177726.pdf
- Data publikacji:
- 2018
- Wydawca:
- Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
- Tematy:
-
Bayes Estimator
Linex Loss Function
Precautionary Loss Function
Risk Function
Squared Error Loss Function - Opis:
- In this investigation, we consider Bayesian and Non-Bayesian estimation problems of unknown scale parameter of Gamma distribution assuming the shape parameter as known and derive Bayes and Classical (Non-Bayes) estimators of the scale parameter. Bayes estimators are obtained under symmetric (squared error) and asymmetric (linex and precautionary) loss functions using a non-informative prior. The risk efficiency of Bayes estimators is also obtained under these loss functions. Finally, the simulation study is done to compare the performance of these estimators using MATLAB software.
- Źródło:
-
World Scientific News; 2018, 101; 172-191
2392-2192 - Pojawia się w:
- World Scientific News
- Dostawca treści:
- Biblioteka Nauki
Artykuł