The generalized exponential distribution as a lifetime model under different loss functions

被引:0
作者
Department of Statistics, Faculty of Basic Science, University of Mazandaran, P.C. 47416-1467, Babolsar, Iran [1 ]
机构
[1] Department of Statistics, Faculty of Basic Science, University of Mazandaran, Babolsar
来源
Data Sci. J. | 2009年 / 217-225期
关键词
Bayes estimate; Generalized exponential distribution; Kolmogorov-Smirnov goodness of fit test; Loss function; Maximum likelihood estimate;
D O I
10.2481/dsj.008-010
中图分类号
学科分类号
摘要
Bayes estimates of the unknown parameter and the reliability function for the generalized exponential model are derived. Bayes estimates are obtained under various losses such as the squared error, the absolute error, the squared log error, and the entropy loss functions. Monte Carlo simulations are presented to compare the Bayes estimates and the maximum likelihood estimates of the unknown parameter and the reliability function.
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页码:217 / 225
页数:8
相关论文
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