Bayes estimator for exponential distribution with extension of Jeffery prior information

In this paper the extension of Jeffery prior information with new loss function for estimating the parameter of exponential distribution of life time is presented. Through simulation study the performance of this estimator was co mpared to the standard Bayes with Jeffery prior information with r...

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Bibliographic Details
Main Authors: Al-Kutubi, Hadeel Salim, Ibrahim, Noor Akma
Format: Article
Language:English
Published: Institute for Mathematical Research, Universiti Putra Malaysia 2009
Online Access:http://psasir.upm.edu.my/id/eprint/13372/1/Bayes%20Estimator%20for%20Exponential%20Distribution%20with%20Extension.pdf
http://psasir.upm.edu.my/id/eprint/13372/
http://einspem.upm.edu.my/journal/fullpaper/vol3no2/10[1].%20hadeel.pdf
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Institution: Universiti Putra Malaysia
Language: English
Description
Summary:In this paper the extension of Jeffery prior information with new loss function for estimating the parameter of exponential distribution of life time is presented. Through simulation study the performance of this estimator was co mpared to the standard Bayes with Jeffery prior information with respect to the mean square error(MSE)and mean percentage error (MPE). We found the extension of Jeffery prior information gives the best estimator.