Research Papers
Bayes Estimator of Generalized-Exponential Parameters under Linex Loss Function Using Lindley's Approximation
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.
Published on May 30, 2008
Peer Reviewed