Bayesian Inference on the Shape Parameter and Future Observation of Exponentiated Family of Distributions
Joint Authors
Source
Journal of Probability and Statistics
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-17, 17 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-12-05
Country of Publication
Egypt
No. of Pages
17
Main Subjects
Abstract EN
The Bayes estimators of the shape parameter of exponentiated family of distributions have been derived by considering extension of Jeffreys' noninformative as well as conjugate priors under different scale-invariant loss functions, namely, weighted quadratic loss function, squared-log error loss function and general entropy loss function.
The risk functions of these estimators have been studied.
We have also considered the highest posterior density (HPD) intervals for the parameter and the equal-tail and HPD prediction intervals for future observation.
Finally, we analyze one data set for illustration.
American Psychological Association (APA)
Dey, Sanku& Maiti, Sudhansu S.. 2011. Bayesian Inference on the Shape Parameter and Future Observation of Exponentiated Family of Distributions. Journal of Probability and Statistics،Vol. 2011, no. 2011, pp.1-17.
https://search.emarefa.net/detail/BIM-473046
Modern Language Association (MLA)
Dey, Sanku& Maiti, Sudhansu S.. Bayesian Inference on the Shape Parameter and Future Observation of Exponentiated Family of Distributions. Journal of Probability and Statistics No. 2011 (2011), pp.1-17.
https://search.emarefa.net/detail/BIM-473046
American Medical Association (AMA)
Dey, Sanku& Maiti, Sudhansu S.. Bayesian Inference on the Shape Parameter and Future Observation of Exponentiated Family of Distributions. Journal of Probability and Statistics. 2011. Vol. 2011, no. 2011, pp.1-17.
https://search.emarefa.net/detail/BIM-473046
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-473046