Bayesian analysis of exponentiated gamma distribution under type II censored samples
Journal Title: Scientific Journal of Pure and Applied Sciences - Year 2012, Vol 1, Issue 1
Abstract
The paper is concerned with posterior analysis of exponentiated gamma distribution for type II censored samples. The expressions for Bayes estimators and associated risks have been derived under different priors. The entropy and quadratic loss functions have been assumed for estimation. The posterior predictive distributions have been obtained and corresponding intervals have been constructed. The study aims to find out a suitable estimator of the parameter of the distribution. The findings of the study suggest that the performance of estimators under gamma prior using entropy loss function is the best.
Authors and Affiliations
N. Feroze*| Department of Mathematics and Statistics, AIOU, Islamabad, Pakistan., M. Aslam| Department of and Statistics, Quaid-i-Azam University, Islamabad, Pakistan.
Keywords
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