Generalized Bayes Estimator for Spatial Durbin Model

2021 ◽  
Author(s):  
Anoop Chaturvedi ◽  
Shalabh ◽  
Sandeep Mishra
Keyword(s):  
Bayes Estimator ◽  
Spatial Durbin Model ◽  
Generalized Bayes ◽  
Generalized Bayes Estimator

Wavelet shrinkage generalized Bayes estimation for elliptical distribution parameter’s under LINEX loss

2019 ◽  
Vol 17 (03) ◽  
pp. 1950009 ◽  
Author(s):  
Hamid Karamikabir ◽  
Mahmoud Afshari
Keyword(s):  
Wavelet Transformation ◽  
Test Validity ◽  
Bayes Estimator ◽  
Bayes Estimation ◽  
Multivariate Normal ◽  
Elliptical Distribution ◽  
Wavelet Shrinkage ◽  
Linex Loss ◽  
Generalized Bayes ◽  
Generalized Bayes Estimator

In this paper, the generalized Bayes estimator of elliptical distribution parameter’s under asymmetric Linex error loss function is considered. The new shrinkage generalized Bayes estimator by applying wavelet transformation is investigated. We develop admissibility and minimaxity of shrinkage estimator on multivariate normal distribution.We present the simulation in order to test validity of purpose estimator.

The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential Distribution

2018 ◽  
pp. 439
Author(s):  
Hazim Mansour Gorgees ◽  
Bushra Abdualrasool Ali ◽  
Raghad Ibrahim Kathum
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimator ◽  
Exponential Distribution ◽  
Reliability Function ◽  
Bayes Estimator ◽  
Likelihood Estimator ◽  
Monte Carlo Simulation Technique ◽  
Negative Exponential Distribution ◽  
Negative Exponential ◽  
Better Than

     In this paper, the maximum likelihood estimator and the Bayes estimator of the reliability function for negative exponential distribution has been derived, then a Monte –Carlo simulation technique was employed to compare the performance of such estimators. The integral mean square error (IMSE) was used as a criterion for this comparison. The simulation results displayed that the Bayes estimator performed better than the maximum likelihood estimator for different samples sizes.

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