نتایج جستجو برای: linex loss function

تعداد نتایج: 1561986  

2011
Essam K. AL-Hussaini Mohamed Hussein

Maximum likelihood and Bayes estimators of the parameters, survival function (SF) and hazard rate function (HRF) are obtained for the three-parameter exponentiated Burr type XII distribution when sample is available from type II censored scheme. Bayes estimators have been developed using the standard Bayes and MCMC methods under square error and LINEX loss functions, using informative type of p...

Journal: :Computational Statistics & Data Analysis 2006
Ahmed A. Soliman Ahmed H. Abd-Ellah K. S. Sultan

This paper develops a Bayesian analysis in the context of record statistics values from the two-parameter Weibull distribution. The ML and the Bayes estimates based on record values are derived for the two unknown parameters and some survival time parameters e.g. reliability and hazard functions. The Bayes estimates are obtained based on a conjugate prior for the scale parameter and a discrete ...

2006
TACHEN LIANG

This paper deals with a monotone empirical Bayes test δ∗ n for a truncation parameter distribution using the linex loss. The asymptotic optimality of δ∗ n is investigated. Under very mild conditions, it is shown that δ∗ n is asymptotically optimal with a rate of order n. This rate improves the empirical Bayes test δ n of Xu and Shi (2004) in the sense that faster convergence rate is achieved un...

Journal: :Mathematics 2023

Generalized Bayes is a Bayesian study based on learning rate parameter. This paper considers generalized estimation to the effect of parameter results joint censored sample type-II exponential populations. Squared error, Linex, and general entropy loss functions are used in approach. Monte Carlo simulations were performed assess how well different approaches perform. The simulation compares est...

ژورنال: اندیشه آماری 2014

According to the first nth observations of the upper record from exponential distribution, in this article, we can compute maximum likelihood estimation of this distribution parameter. We, then, concentrate on point prediction of the future upper record values in exponential distribution based both on classic and Bayes approaches and second degree and linex loss functions.We, ultimately, de...

Journal: :Mathematics and Computers in Simulation 2007
Xiuchun Li Yimin Shi Jieqiong Wei Jian Chai

Based on progressively Type-II censored samples, the empirical estimators of reliability performances for Burr XII distribution are researched under LINEX error loss. Firstly, we obtain the Bayes estimators of the reliability performances. Secondly, different from the predecessor, the empirical Bayes estimators of the reliability performances are derived where hyper-parameter is estimated using...

2013
K. S. Sultan Debasis Kundu

In this paper, the statistical inference of the unknown parameters of a twoparameter inverse Weibull (IW) distribution based on the progressive Type-II censored sample has been considered. The maximum likelihood estimators cannot be obtained in explicit forms, hence the approximate maximum likelihood estimators are proposed, which are in explicit forms. The Bayes and generalized Bayes estimator...

Journal: :Mathematics and Statistics 2021

In this work, a three-parameter Weibull Inverse Rayleigh (WIR) distribution is proposed. The new WIR an extension of one-parameter that incorporated transformation the and Log-logistic as quantile function. statistical properties such function, order statistic, monotone likelihood ratio property, hazard, reverse hazard functions, moments, skewness, kurtosis, linear representation proposed were ...

2010
Peter J. Stemp

Abstract: We investigate the derivation of optimal interest rate rules in a simple stochastic framework. The monetary authority chooses to minimise an asymmetric loss function made up of the sum of squared components, where the monetary authority places positive weight on squared negative (positive) deviations of output (inflation) and zero weight on squared positive (negative) deviations. Rece...

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