The present paper addresses the problem of estimation model parameters logistic exponential distribution based on progressive type-I hybrid censored sample. maximum likelihood estimates are obtained and computed numerically using Newton–Raphson algorithm. Further, Bayes derived under squared error, LINEX generalized entropy loss functions. Two types (independent bivariate) prior distributions c...

In this study, based on progressive type-II censored data, Bayes estimators of the unknown parameter Topp-Leone distribution are derived by using informative and non-informative, priors under square error (symmetric), linex, general entropy, precautionary (asymmetric) loss functions. The cannot be obtained in closed-forms, for reason, Lindley’s approximation method is used to compute approximat...

Abstract The Kies probability model was proposed as an alternative to the extended Weibull models it provides a more efficient fit some real-life data sets in comparison aforementioned models. paper proposes classical and Bayesian inferences for distribution based on records. Maximum likelihood estimates are studied jointly with asymptotic bootstrap confidence intervals. Moreover, Bayes estimat...

This paper examines frequentist risks of Bayesian estimates of VAR regression coefficient and error covariance matrices under competing loss functions, under a variety of non-informative priors, and in the normal and Student-t models. Simulation results show that for the regression coefficient matrix an asymmetric LINEX estimator does better overall than the posterior mean. For the error covari...

We propose a new extension of the exponential distribution for right censored Bayesian and non-Bayesian distributional validation. The parameter is estimated using several conventional methods, including method. likelihood estimates are compared Pitman’s closeness criteria. estimators derived three loss functions: extended quadratic, Linex, entropy functions. Through simulated experiments, all ...

We provide a brand-new distribution based on the model of Lindley, with an emphasis estimation its unknown parameters. After introducing new distribution, we cover two approaches to estimate parameters; in presence censored scheme, first use traditional approach, which is The maximum likelihood technique, then Bayesian approach. BarzilaiBrown algorithm used derive estimators while Monte Carlo M...

In this paper, we draw on both the consistent specification testing and the predictive ability testing literatures and propose an integrated conditional moment type predictive accuracy test that is similar in spirit to that developed in Bierens (1982,1990) and Bierens and Ploberger (1997). The test is consistent against generic nonlinear alternatives, and is designed for comparing nested models...

At rst glance, there would appear to be no relationship between Bell's (1988) concept of one-switch utility functions and that of a stronger measure of risk aversion due to Ross (1981). We show however that speci c assumptions about the behavior of the stronger measure of risk aversion also give rise to the linex utility function which belongs to the class of one-switch utility functions. In pa...