Bayes Estimator of Generalized-Exponential Parameters under Linex Loss Function Using Lindley's Approximation

In this paper, we have obtained the Bayes Estimator of Generalized-Exponential scale and shape parameter using Lindley's approximation (L-approximation) under asymmetric loss functions. The proposed estimators have been compared with the corresponding MLE for their risks based on simulated samp...

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Bibliographic Details
Main Authors: Rahul Singh, Sanjay Kumar Singh, Umesh Singh, Gyan Prakash Singh
Format: Article
Language:English
Published: Ubiquity Press 2008-05-01
Series:Data Science Journal
Online Access:http://datascience.codata.org/articles/321