In this paper, we consider the Bayesian estimation of parameters in the proportional hazards model of random censorship for the Weibull distribution under different asymmetric loss functions. It is well-known for the Weibull distribution that a joint conjugate prior on the parameters does not exist; we use both the informative and noninformative priors on the model parameters. Bayes estimates u...

In the present article, some shrinkage testimators for the scale parameter of a two – parameter Weibull life testing model have been suggested under the LINEX loss function assuming the shape parameter is to be known. The comparisons of the proposed testimators have been made with the improved estimator.

Based on progressively Type-II censored samples, the maximum likelihood and Bayes estimators for the scale parameter, reliability and cumulative hazard functions are derived. The Bayes estimators are studied under symmetric (squared error) loss function and asymmetric (LINEX and general entropy) loss functions. Tow techniques are used for computing the Bayes estimates; standard Bayes and import...

In this paper we develop approximate Bayes estimators of the two parameters logistic distribution. Lindley’s approximation and importance sampling techniques are applied. The Gaussian-gamma prior distribution and progressively type-II censored samples are assumed. Quadratic, linex and general entropy loss functions are used. The statistical performances of the Bayes estimates under quadratic, l...

let x be a random variable from a normal distribution with unknown mean θ and known variance σ2. in many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. as the usual estimator of θ, i.e., x under the linex loss function is inadmissible, finding some competitors for x becomes worthwhile. the only study in the literature considered the problem of min...

Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of min...

Estimators of the reliability function in a GLM (generalized life model) are considered. The class of the GLM includes (among others) the Weibull, Pareto, Beta, Gompertz, and Rayleigh distribution. A proper general prior density and the predictive function for general class of distribution proposed by Al-Hussaini [1] are used to obtain the exact estimate. Also, the Bayes estimates relative to s...