Estimation for the Parameter of Poisson-Exponential Distribution under Bayesian Paradigm

The present paper deals with the maximum likelihood and Bayes estimation procedure for the shape and scale parameter of Poisson-exponential distribution for complete sample. Bayes estimators under symmetric and asymmetric loss function are obtained using Markov Chain Monte Carlo (MCMC) technique. Performances of the proposed Bayes estimators have been studied and compared with their maximum likelihood estimators on the basis of Monte Carlo study of simulated samples in terms of their risks. The methodology is also illustrated on a real data set.

並列關鍵字

Bayes estimators ； complementary risk ； entropy loss function ； Gibbs sampling ； loss function ； Metropolis-Hasting algorithm ； prior distribution

被引用紀錄

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Estimation for the Parameter of Poisson-Exponential Distribution under Bayesian Paradigm

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