Bayesian estimation of Marshall–Olkin extended exponential parameters under various approximation techniques

Year 2014, Volume: 43 Issue: 2, 347 - 360, 01.04.2014

Sanjay Kumar Singh Umesh Singh Abhimanyu Singh Yadav

Abstract

In this paper, we propse Bayes estimators of the parameters of
Marshall Olkin extended exponential distribution (MOEED) introduced by Marshall-Olkin [2] for complete sample under squared
error loss function (SELF). We have used different approximation
techniques to obtain the Bayes estimate of the parameters. A
Monte Carlo simulation study is carried out to compare the performance of proposed estimators with the corresponding maximum
likelihood estimator (MLE’s) on the basis of their simulated risk.
A real data set has been considered for illustrative purpose of the study. 

Keywords

Bayes estimator , Squared error loss function , Lindley’s approximation method , T-K approximation , MCMC method

References

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