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Research Papers

Bayesian Estimation of Gumbel Type-II Distribution

Authors
  • Kamran Abbas
  • Jiayu Fu
  • Yincai Tang

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.
Year: 2013
Volume 12
Page/Article: 33-46
DOI: 10.2481/dsj.13-022
Published on Aug 4, 2013
Peer Reviewed