Bayesian estimation of Marshall–Olkin extended exponential parameters under various approximation techniques

Authors : Sanjay Kumar SİNGH, Umesh SİNGH, Abhimanyu Singh YADAV

Pages : 347-360

View : 25 | Download : 11

Publication Date : 2014-04-01

Article Type : Research Paper

Abstract :In this paper, we propse Bayes estimators of the parameters of Marshall Olkin extended exponential distribution insert ignore into journalissuearticles values(MOEED); introduced by Marshall-Olkin [2] for complete sample under squared error loss function insert ignore into journalissuearticles values(SELF);. We have used different approximation techniques to obtain the Bayes estimate of the parameters. A Monte Carlo simulation study is carried out to compare the performance of proposed estimators with the corresponding maximum likelihood estimator insert ignore into journalissuearticles values(MLE’s); on the basis of their simulated risk. A real data set has been considered for illustrative purpose of the study. 
Keywords : Bayes estimator, Squared error loss function, Lindleys approximation method, T K approximation, MCMC method