Parameters Estimation of Bayesian and E-Bayesian Methods on the Generalized Order Statistics under Exponential Family

Authors

  • Parmil Kumar Department of Statistics, University of Jammu, Jammu, Jammu and Kashmir, India
  • Ankita Sharmaa Department of Statistics, University of Jammu, Jammu, Jammu and Kashmir, India
  • Bhagwati Devi Department of Mathematics and Statistics, Bansthali Vidyapith, Banasthali, Rajasthan, India

Keywords:

Generalized Order Statistics (GOS), exponentiated distribution family, E-Bayesian, square error loss function (SELF), LINEX, general entropy loss function (GELF), Monte Carlo simulation

Abstract

In this paper, we have estimated the parameter of Generalized Order Statistics (GOS) of Exponentiated Distribution Family using Bayesian and E-Bayesian method for computing estimates. To find the estimates, we have employed various loss function viz. Square Error Loss Function (SELF), LINEX and General Entropy Loss Function (GELF). The estimates are derived considering the conjugate prior. Furthermore, the relation among E-Bayesian under different prior distribution of hyperparameters have been established. In the last section, the comparison have been made of derived estimates using Monte Carlo Simulation. To support and validate the obtained result a real data set is analysed.

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Published

2024-06-29

How to Cite

Kumar, P. ., Sharmaa, A. ., & Devi, B. . (2024). Parameters Estimation of Bayesian and E-Bayesian Methods on the Generalized Order Statistics under Exponential Family. Thailand Statistician, 22(3), 575–593. Retrieved from https://ph02.tci-thaijo.org/index.php/thaistat/article/view/254769

Issue

Vol. 22 No. 3 (2024): July

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Articles

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