Bayesian estimation of the parameter of maxwell distribution under different loss functions

被引:19
作者
Dey S. [1 ]
Maiti S.S. [2 ]
机构
[1] Department of Statistics, St. Anthony’s College, Shillong, Meghalaya
[2] Department of Statistics, Visva-Bharati University, Santiniketan, West Bengal
关键词
Conjugate prior; Maxwell distribution; MLINEX loss function; Non-informative prior; Posterior density; Quadratic loss function; Risk function; Squared-log error loss function;
D O I
10.1080/15598608.2010.10411986
中图分类号
学科分类号
摘要
In this paper, Bayes estimators of parameter of Maxwell distribution have been derived by considering non-informative as well as conjugate priors under different scale invariant loss functions, namely, Quadratic Loss Function, Squared-Log Error Loss Function and Modified Linear Exponential Loss Function. The risk functions of these estimators have been studied. © 2010 Taylor & Francis Group, LLC. All rights reserved.
引用
收藏
页码:279 / 287
页数:8
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