Bayesian analysis of exponentiated gamma distribution under type II censored samples
Keywords:
Posterior distributions, Loss functions, Bayes estimators, Posterior risksAbstract
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.
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Copyright (c) 2012 Navid Feroze, Muhammad Aslam
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