Bayes estimator for exponential distribution with extension of Jeffery prior information
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 co mpared to the standard Bayes with Jeffery prior information with r...
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Institute for Mathematical Research, Universiti Putra Malaysia
2009
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Online Access: | http://psasir.upm.edu.my/id/eprint/13372/1/Bayes%20Estimator%20for%20Exponential%20Distribution%20with%20Extension.pdf http://psasir.upm.edu.my/id/eprint/13372/ http://einspem.upm.edu.my/journal/fullpaper/vol3no2/10[1].%20hadeel.pdf |
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my.upm.eprints.133722015-08-30T00:39:14Z http://psasir.upm.edu.my/id/eprint/13372/ Bayes estimator for exponential distribution with extension of Jeffery prior information Al-Kutubi, Hadeel Salim Ibrahim, Noor Akma 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 co mpared 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. Institute for Mathematical Research, Universiti Putra Malaysia 2009 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/13372/1/Bayes%20Estimator%20for%20Exponential%20Distribution%20with%20Extension.pdf Al-Kutubi, Hadeel Salim and Ibrahim, Noor Akma (2009) Bayes estimator for exponential distribution with extension of Jeffery prior information. Malaysian Journal of Mathematical Sciences, 3 (2). pp. 297-313. ISSN 1823-8343; ESSN: 2289-750X http://einspem.upm.edu.my/journal/fullpaper/vol3no2/10[1].%20hadeel.pdf |
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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 co
mpared 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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Article |
author |
Al-Kutubi, Hadeel Salim Ibrahim, Noor Akma |
spellingShingle |
Al-Kutubi, Hadeel Salim Ibrahim, Noor Akma Bayes estimator for exponential distribution with extension of Jeffery prior information |
author_facet |
Al-Kutubi, Hadeel Salim Ibrahim, Noor Akma |
author_sort |
Al-Kutubi, Hadeel Salim |
title |
Bayes estimator for exponential distribution with extension of Jeffery prior information |
title_short |
Bayes estimator for exponential distribution with extension of Jeffery prior information |
title_full |
Bayes estimator for exponential distribution with extension of Jeffery prior information |
title_fullStr |
Bayes estimator for exponential distribution with extension of Jeffery prior information |
title_full_unstemmed |
Bayes estimator for exponential distribution with extension of Jeffery prior information |
title_sort |
bayes estimator for exponential distribution with extension of jeffery prior information |
publisher |
Institute for Mathematical Research, Universiti Putra Malaysia |
publishDate |
2009 |
url |
http://psasir.upm.edu.my/id/eprint/13372/1/Bayes%20Estimator%20for%20Exponential%20Distribution%20with%20Extension.pdf http://psasir.upm.edu.my/id/eprint/13372/ http://einspem.upm.edu.my/journal/fullpaper/vol3no2/10[1].%20hadeel.pdf |
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