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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Main Authors: Al-Kutubi, Hadeel Salim, Ibrahim, Noor Akma
Format: Article
Language:English
Published: Institute for Mathematical Research, Universiti Putra Malaysia 2009
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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spelling 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
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description 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.
format 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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score 13.211869