bayesian shrinkage estimation in a class of life testing distribution
;Gyan Prakash;D C Singh
Proceedings of the National Academy of Sciences of the United States of America2010Vol. 8pp. 243-258
120
prakash2010databayesian
Abstract
In the present paper, a class of probability density functions is considered, and the properties of the Bayes estimator and the Bayes Shrinkage estimator of the parameters are studied. The loss functions used are asymmetric loss and squared error loss under different prior distributions. A Bayes estimate of Reliability function is also given.