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2018 | 101 | 172-191
Article title

Bayesian and Non Bayesian Method of Estimation of Scale Parameter of Gamma Distribution under Symmetric and Asymmetric Loss Functions

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EN
Abstracts
EN
In this investigation, we consider Bayesian and Non-Bayesian estimation problems of unknown scale parameter of Gamma distribution assuming the shape parameter as known and derive Bayes and Classical (Non-Bayes) estimators of the scale parameter. Bayes estimators are obtained under symmetric (squared error) and asymmetric (linex and precautionary) loss functions using a non-informative prior. The risk efficiency of Bayes estimators is also obtained under these loss functions. Finally, the simulation study is done to compare the performance of these estimators using MATLAB software.
Year
Volume
101
Pages
172-191
Physical description
Contributors
author
  • Department of Statistics, University of Jammu, Jammu, India
author
  • Department of Statistics, University of Jammu, Jammu, India
References
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  • [12] Zacks, S. and Khan, Rasul A. (2011). Two-Stage and Sequential Estimation of the Scale Parameter of a Gamma Distribution with Fixed-Width Intervals. Sequential Analysis, 30, 297–307.
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Document Type
article
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.psjd-10234c47-3a96-46d4-995c-3adf3b783a95
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