Some bayes estimation startegies in exponential distribution under a weighted loss function

Document Type : Research Paper

Authors

1 Department of Statistics, Babol branch, Islamic Azad University, Babol, Iran

2 University Department of Statistics, University of Mazandaran, Babolsar, Iranof Mazandaran

Abstract

In Bayesian approach, prior knowledge is often vague and any elicited prior distribution is only an approximation to the true one. E-Bayes and robust Bayes approaches consider a class of prior distributions instead of a single prior. In this paper, we deal with Bayes, E-Bayes and robust Bayes estimation of the exponential scale-parameter under a weighted loss function. We conduct a simulation study for comparison of these estimators.

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References

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Journal of Hyperstructures
Volume 7, Spec. 2nd CSC2017
June 2018
Pages 27-35

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