Bayesian estimation for two parameters of gamma distribution under precautionary loss function
Source
Ibn al-Haitham Journal for Pure and Applied Science
Issue
Vol. 32, Issue 1 (30 Apr. 2019), pp.187-196, 10 p.
Publisher
University of Baghdad College of Education for Pure Science / Ibn al-Haitham
Publication Date
2019-04-30
Country of Publication
Iraq
No. of Pages
10
Main Subjects
Topics
Abstract EN
In the current study, the researchers have been obtained bayes estimators for the shape and scale parameters of gamma distribution under the precautionary loss function, assuming the priors, represented by gamma and exponential priors for the shape and scale parameters respectively.
moment, maximum likelihood estimators and lindley’s approximation have been used effectively in bayesian estimation.
based on monte carlo simulation method, those estimators are compared depending on the mean squared errors (mse’s).
the results show that, the performance of bayes estimator under precautionary loss function with gamma and exponential priors is better than other estimates in all cases.
American Psychological Association (APA)
Naji, Luayy F.& Rashid, Huda A.. 2019. Bayesian estimation for two parameters of gamma distribution under precautionary loss function. Ibn al-Haitham Journal for Pure and Applied Science،Vol. 32, no. 1, pp.187-196.
https://search.emarefa.net/detail/BIM-898143
Modern Language Association (MLA)
Naji, Luayy F.& Rashid, Huda A.. Bayesian estimation for two parameters of gamma distribution under precautionary loss function. Ibn al-Haitham Journal for Pure and Applied Science Vol. 32, no. 1 (2019), pp.187-196.
https://search.emarefa.net/detail/BIM-898143
American Medical Association (AMA)
Naji, Luayy F.& Rashid, Huda A.. Bayesian estimation for two parameters of gamma distribution under precautionary loss function. Ibn al-Haitham Journal for Pure and Applied Science. 2019. Vol. 32, no. 1, pp.187-196.
https://search.emarefa.net/detail/BIM-898143
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 196
Record ID
BIM-898143