• In the present paper we study the performance of the Bayes Shrinkage estimators for the scale parameter of the Weibull distribution under the squared error loss and the LINEX loss functions in the presence of a prior point information of the scale parameter when Type-II censored data are available. The properties of the minimax estimators are also discussed. Key-Words: • Bayes shrinkage estim...

The risk of the family of feasible generalized double k-class estimators under LINEX loss function is derived in a linear regression model. The disturbances are assumed to be non-spherical and their variance covariance matrix is unknown.

In this paper, given a progressively type II censored sample from a generalized half logistic distribution, the Bayesian estimators are obtained under asymmetric loss functions such as LINEX loss function, Precautionary loss function, Entropy loss function for the parameter, Reliability and cumulative hazard functions. Comparisons of these estimators are made through simulation studies. Mathema...

Bayes and classical estimators have been obtained for two-parameter exponentiated-Weibull distribution when sample is available from type-II censoring scheme. Bayes estimators have been developed under squared error loss function as well as under LINEX loss function using non-informative type of priors for the parameters. Besides, the generalized maximum likelihood estimators and the usual maxi...

Abstract Bayesian estimators and highest posterior density credible intervals are obtained for two popular inequality measures, viz. the Gini index Bonferroni in case of Dagum distribution. The study considers informative non-informative priors, i.e. Mukherjee-Islam prior extension Jeffrey’s prior, respectively, under presumption Linear Exponential (LINEX) loss function. A Monte Carlo simulatio...

It is now well recognized that the use of the squared error loss function (SELF) in Bayesian estimation may not be appropriate when positive and negative errors have different consequences. To overcome this difficulty, Varian (1975) and Zellner (1986) proposed an asymmetric loss function known as the LINEX loss function (LLF) and its invariant form (Basu & Ebrahimi, 1991) for any parameter θ is...

In this paper, the problem of Bayesian estimation of flood quantiles is studied. Bayes estimators of the optimal dyke height under symmetric and asymmetric loss are investigated when the annual maximum sea water levels are exponentially distributed with unknown value of the mean. Three types of loss functions are considered: (i) linear loss, (ii) squared-error loss, and (iii) linex loss. In ord...