[PDF][PDF] Bayes estimator for exponential distribution with extension of Jeffery prior information
HS Al-Kutubi, NA Ibrahim - Malaysian Journal of mathematical …, 2009 - academia.edu
HS Al-Kutubi, NA Ibrahim
Malaysian Journal of mathematical sciences, 2009•academia.eduIn this paper the extension of Jeffery prior information with new loss function for estimating
the parameter of exponential distribution of life time is presented. Through simulation study
the performance of this estimator was compared to the standard Bayes with Jeffery prior
information with respect to the mean square error (MSE) and mean percentage error (MPE).
We found the extension of Jeffery prior information gives the best estimator.
the parameter of exponential distribution of life time is presented. Through simulation study
the performance of this estimator was compared to the standard Bayes with Jeffery prior
information with respect to the mean square error (MSE) and mean percentage error (MPE).
We found the extension of Jeffery prior information gives the best estimator.
Abstract
In this paper the extension of Jeffery prior information with new loss function for estimating the parameter of exponential distribution of life time is presented. Through simulation study the performance of this estimator was compared to the standard Bayes with Jeffery prior information with respect to the mean square error (MSE) and mean percentage error (MPE). We found the extension of Jeffery prior information gives the best estimator.
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