Bayesian Estimation and Application of Shifted Exponential Mixture Distribution

Authors

  • Farzana Noor Department of Mathematics and Statistics, International Islamic University, Islamabad, Pakistan
  • Muhammad Aslam Department of Basic Sciences, Ripha International University, Islamabad, Pakistan
  • Tabasam Sultana Department of Statistics, Quaid-i-Azam University, Islamabad, Pakistan

Keywords:

Heterogeneous data, informative prior, one sample prediction, two sample prediction

Abstract

In this study, Bayesian parameter estimation for the shifted exponential mixture model is conducted by using informative priors under squared error loss function (SELF), weighted loss function (WLF) and quadratic loss function (QLF). Properties of the proposed Bayes estimators (BEs) are highlighted through simulation study. One and two sample prediction bounds are obtained. Proposed mixture model is applied to a real life example.

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Published

2020-06-30

How to Cite

Noor, F. ., Aslam, M. ., & Sultana, T. (2020). Bayesian Estimation and Application of Shifted Exponential Mixture Distribution. Thailand Statistician, 18(3), 354–372. Retrieved from https://ph02.tci-thaijo.org/index.php/thaistat/article/view/241286

Issue

Vol. 18 No. 3 (2020): July

Section

Articles