Start Submission Become a Reviewer

Reading: Bayesian Estimation of Gumbel Type-II Distribution

Download

A- A+
dyslexia friendly

Research Papers

Bayesian Estimation of Gumbel Type-II Distribution

Authors:

Kamran Abbas ,

School of Finance and Statistics, East China Normal University, Shanghai 200241, China Department of Statistics, University of Azad Jammu and Kashmir, Muzaffarabad, Pakistan
X close

Jiayu Fu,

School of Finance and Statistics, East China Normal University, Shanghai 200241, China
X close

Yincai Tang

School of Finance and Statistics, East China Normal University, Shanghai 200241, China
X close

Abstract

In this paper we consider the Bayesian estimators for the unknown parameters of Gumbel type-II distribution. The Bayesian estimators cannot be obtained in closed forms. Approximate Bayesian estimators are computed using the idea of Lindley’s approximation under different loss functions. The approximate Bayes estimates obtained under the assumption of non-informative priors are compared with their maximum likelihood counterparts using Monte Carlo simulation. A real data set is analyzed for illustrative purpose.
DOI: http://doi.org/10.2481/dsj.13-022
How to Cite: Abbas, K., Fu, J. & Tang, Y., (2013). Bayesian Estimation of Gumbel Type-II Distribution. Data Science Journal. 12, pp.33–46. DOI: http://doi.org/10.2481/dsj.13-022
53
Views
22
Downloads
Published on 04 Aug 2013.
Peer Reviewed

Downloads

  • PDF (EN)

    comments powered by Disqus