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Bayes estimator for exponential distribution with extension of Jeffery prior information


Citation

Al-Kutubi, Hadeel Salim and Ibrahim, Noor Akma (2009) Bayes estimator for exponential distribution with extension of Jeffery prior information. Malaysian Journal of Mathematical Sciences, 3 (2). pp. 297-313. ISSN 1823-8343; ESSN: 2289-750X

Abstract

In this paper the extension of Jeffery prior information with new loss function for estimating the parameter of exponential distribution of life time is presented. Through simulation study the performance of this estimator was co mpared to the standard Bayes with Jeffery prior information with respect to the mean square error(MSE)and mean percentage error (MPE). We found the extension of Jeffery prior information gives the best estimator.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Publisher: Institute for Mathematical Research, Universiti Putra Malaysia
Keywords: Extension of Jeffery prior information; Loss function; Exponential distribution; Bayes method
Depositing User: Nurul Ainie Mokhtar
Date Deposited: 08 Jun 2015 03:17
Last Modified: 30 Aug 2015 00:39
URI: http://psasir.upm.edu.my/id/eprint/13372
Statistic Details: View Download Statistic

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