Bayesian Estimation of the Exponenti- Ated Gamma Parameter and Reliability Function under Asymmetric Loss Func- Tion
نویسندگان
چکیده
• In this paper, we propose Bayes estimators of the parameter of the exponentiated gamma distribution and associated reliability function under General Entropy loss function for a censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under squared error loss function and maximum likelihood estimators through their simulated risks (average loss over sample space). Key-Words: • exponentiated gamma distribution; General Entropy loss function; censored samples; Bayes estimators; simulated risks. AMS Subject Classification: • 62F15, 62F10. 248 Sanjay Kumar Singh, Umesh Singh and Dinesh Kumar Bayesian Estimation... under Asymmetric Loss Function 249
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