Earticle

초록

영어

This study seeks to focus on Bayesian and non-Bayesian estimation for the shape parameter of the Kumaraswamy distribution under type-II censored samples. Maximum likelihood estimation and Bayes estimation have been obtained using asymmetric loss functions. Posterior predictive distributions along with posterior predictive intervals have been derived under simple and mixture priors. Elicitation of hyper-parameter through prior predictive approach has also been discussed. As analytical comparison is difficult, so comparisons among these estimators have been made using Monte Carlo simulation study and some interesting comparisons have been presented. The findings of the study indicate that the Bayes estimation is superior to classical estimation under the suitable prior.

목차

Abstract
 1. Introduction
 2. Classical Estimation
  2.1. Maximum Likelihood Estimation
 3. Loss Function
  3.1. Degroot Loss Function (DLF)
  3.2. Linex Loss Function (LLF)
  3.3. General Entropy Loss Function (GELF)
 4. Bayesian Analysis
  4.1. The Posterior Distribution and Estimators under Inverse Levy Prior
  4.2. The Posterior Distribution and Estimators under Gamma Prior
  4.3. The Posterior Distribution and Estimators under Mixture of Gamma and Jeffreys Prior
 5. Elicitation of Hyper-parameter
  5.1. Method of Elicitation Through Prior Predictive Probabilities
  5.2. Elicitation through Prior Predictive Probabilities Assuming Inverse Levy Prior
  5.3. Elicitation through Prior Predictive Probabilities Assuming Gamma Prior
  5.4. Elicitation Assuming Mixture of Gamma and Jeffreys Priors
 6. Posterior Predictive Distributions
  6.1. Posterior Distribution and Posterior Predictive Intervals Assuming Inverse Levy Prior
  6.2. Posterior Distribution and Posterior Predictive Intervals Assuming Inverse Levy Prior
  6.3. Posterior Distribution and Posterior Predictive Intervals Assuming Mixture of Gamma and Jeffreys Prior
 7. Simulation Study
 8. Conclusion
 References

키워드

저자

• Tabassum Naz Sindhu [ Department of Statistics, Quaid-i-Azam University ]
• Navid Feroze [ Department of Mathematics and Statistics, Allama Iqbal Open University ]
• Muhammad Aslam [ Department of Statistics, Quaid-i-Azam University ]

참고문헌

발행기관

간행물

표지보기 관심저널 등록

• 간행물명

  International Journal of Advanced Science and Technology

• 간기

  월간

• pISSN

  2005-4238

• 수록기간

  2008~2016

• 십진분류

  KDC 505 DDC 605