BAYES ESTIMATORS OF SHAPE PARAMETER OF PARETO DISTRIBUTION UNDER TWO DIFFERENT LOSS FUNCTIONS

被引:0
|
作者
Shukla, Gaurav [1 ]
Kumar, Vinod [2 ]
机构
[1] Banda Univ Agr & Technol, Dept Stat, Banda, India
[2] GB Pant Univ Agr & Technol, Dept Math Stat & Comp Sci, Pantnagar, Uttar Pradesh, India
来源
关键词
Maximum Likelihood Estimator; Prior; Bayes Estimator; Shape Parameter; Squared Error Loss Function And Asymmetric Precautionary Loss Function;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, Bayes estimators of the shape parameter theta of Pareto distribution have been attained for different priors. The paper also discusses the comparison of Bayes estimators of theta and other estimators like, uniformly minimum variance unbiased estimator (UMVUE) and Maximum likelihood estimator (MLE) of theta under Two loss functions namely, Asymmetric Precautionary Loss Function (APLF) and Squared Error Loss Function (SELF). The results have been illustrated using a simulation study with varying sample sizes through R software.
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页码:113 / 125
页数:13
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