Bayes estimation based on -record data from a general class of distributions under balanced type loss functions

2009 ◽  
Vol 139 (3) ◽  
pp. 1180-1189 ◽  
Author(s):  
Jafar Ahmadi ◽  
Mohammad Jafari Jozani ◽  
Éric Marchand ◽  
Ahmad Parsian
Keyword(s):  
General Class ◽  
Bayes Estimation ◽  
Loss Functions ◽  
Record Data

scholarly journals Bayes Estimation of a Two-Parameter Geometric Distribution under Multiply Type II Censoring

2011 ◽  
Vol 2011 ◽  
pp. 1-10
Author(s):  
J. B. Shah ◽  
M. N. Patel
Keyword(s):  
Geometric Distribution ◽  
Correct Choice ◽  
Bayes Estimation ◽  
Loss Functions ◽  
Type Ii ◽  
Expected Loss ◽  
Bayes Estimators ◽  
Linex Loss ◽  
Type Ii Censored Data ◽  
Two Parameter

We derive Bayes estimators of reliability and the parameters of a two- parameter geometric distribution under the general entropy loss, minimum expected loss and linex loss, functions for a noninformative as well as beta prior from multiply Type II censored data. We have studied the robustness of the estimators using simulation and we observed that the Bayes estimators of reliability and the parameters of a two-parameter geometric distribution under all the above loss functions appear to be robust with respect to the correct choice of the hyperparameters a(b) and a wrong choice of the prior parameters b(a) of the beta prior.

scholarly journals Bayesian Inference of Burr Type VIII Distribution Based on Censored Samples

2014 ◽  
Vol 2014 ◽  
pp. 1-21
Author(s):  
Navid Feroz
Keyword(s):  
Bayesian Inference ◽  
Loss Function ◽  
Simulation Study ◽  
Bayes Estimation ◽  
Loss Functions ◽  
Quadratic Loss ◽  
Bayes Estimators ◽  
Type Viii ◽  
Censored Samples ◽  
Made In

This paper is concerned with estimation of the parameter of Burr type VIII distribution under a Bayesian framework using censored samples. The Bayes estimators and associated risks have been derived under the assumption of five priors and three loss functions. The comparison among the performance of different estimators has been made in terms of posterior risks. A simulation study has been conducted in order to assess and compare the performance of different estimators. The study proposes the use of inverse Levy prior based on quadratic loss function for Bayes estimation of the said parameter.

Bayesian and Robust Bayesian analysis under a general class of balanced loss functions

2010 ◽  
Vol 53 (1) ◽  
pp. 51-60 ◽  
Author(s):  
Mohammad Jafari Jozani ◽  
Éric Marchand ◽  
Ahmad Parsian
Keyword(s):  
Bayesian Analysis ◽  
General Class ◽  
Loss Functions ◽  
Robust Bayesian Analysis ◽  
Balanced Loss Functions

Prediction of k-records from a general class of distributions under balanced type loss functions

Metrika ◽  
2008 ◽  
Vol 70 (1) ◽  
pp. 19-33 ◽  
Author(s):  
Jafar Ahmadi ◽  
Mohammad Jafari Jozani ◽  
Éric Marchand ◽  
Ahmad Parsian
Keyword(s):  
General Class ◽  
Loss Functions

Bayes Estimation under Balanced Loss Functions

2019 ◽  
Vol 2019 ◽  
pp. 108-121
Author(s):  
A.L Firas Monther Al-Badran ◽  
Keyword(s):  
Bayes Estimation ◽  
Loss Functions ◽  
Balanced Loss Functions

scholarly journals Bayes Estimation of Change Point in Discrete Maxwell Distribution

2011 ◽  
Vol 2011 ◽  
pp. 1-8
Author(s):  
Mayuri Pandya ◽  
Hardik Pandya
Keyword(s):  
Change Point ◽  
Prior Information ◽  
Bayes Estimation ◽  
Loss Functions ◽  
Maxwell Distribution ◽  
Bayes Estimators ◽  
Asymmetric Loss ◽  
Bayes Estimates

A sequence of independent lifetimes X1,…,Xm,Xm+1,…,Xn was observed from Maxwell distribution with reliability r1(t) at time t but later, it was found that there was a change in the system at some point of time m and it is reflected in the sequence after Xm by change in reliability r2(t) at time t. The Bayes estimators of m, θ1, θ2 are derived under different asymmetric loss functions. The effects of correct and wrong prior information on the Bayes estimates are studied.

Sign in / Sign up

Export Citation Format

Share Document