The Bayesian estimation for the shape parameter of the power function distribution (PFD-I)‎ to use hyper prior functions

الملخص EN

The objective of this study is to examine the properties of Bayes estimators of the shape parameter of the Power Function Distribution (PFD-I), by using two different prior distributions for the parameter θ and different loss functions that were compared with the maximum likelihood estimators.

In many practical applications, we may have two different prior information about the prior distribution for the shape parameter of the Power Function Distribution, which influences the parameter estimation.

So, we used two different kinds of conjugate priors of shape parameter θ of the Power Function Distribution (PFD-I) to estimate it.

The conjugate prior function of the shape parameter θ was considered as a combination of two different prior distributions such as gamma distribution with Erlang distribution and Erlang distribution with exponential distribution and Erlang distribution with non-informative distribution and exponential distribution with the non-informative distribution.

We derived Bayes estimators for shape parameter θ of the Power Function Distribution (PFD-I) according to different loss functions such as the squared error loss function (SELF), the weighted error loss function (SELF) and modified linear exponential (MOULINEX) loss function (MLF), with two different double priors.

In addition to the classical estimation (maximum likelihood estimation).

We used simulation to get results of this study, for different cases of the shape parameter of the Power Function Distribution used to generate data for different samples sizes