Research Papers
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, IN
Sanjay Kumar Singh,
Department of Statistics, Banaras Hindu University, Varanasi-221005, India, IN
Umesh Singh,
Department of Statistics, Banaras Hindu University, Varanasi-221005, India, IN
Gyan Prakash Singh
Division of Biostatistics, Institute of Medical Sciences, Banaras Hindu University, Varanasi-221005, India, IN
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.
How to Cite:
Singh, R., Singh, S.K., Singh, U. and Singh, G.P., 2008. Bayes Estimator of Generalized-Exponential Parameters under Linex Loss Function Using Lindley's Approximation. Data Science Journal, 7, pp.65–75. DOI: http://doi.org/10.2481/dsj.7.65
Published on
30 May 2008.
Peer Reviewed
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