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Characterization and Bayesian Estimation of Generalized Standard Inverted Exponential Distribution |
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PP: 127-135 |
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doi:10.18576/amisl/050306
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Author(s) |
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Kawsar Fatima,
S. P. Ahmad,
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Abstract |
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In this paper, some structural properties of generalized standard inverted exponential distribution (GIED) have
been established. Bayesian method of estimation has been employed to estimate the parameters of GIED using a class of
one non-informative (extension of Jeffrey’s) prior and one informative (gamma) prior under the assumption of three loss
functions, namely, Square error loss function, Al-Bayyati,s loss function and LINEX loss function. These methods are
compared by using mean square error for real life data as well as simulation study with varying sample sizes in R software.
The expression for survival function has also been established under extension of Jeffrey’s prior and gamma prior. |
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