In this paper we have considered the Bayesian estimation under Type II for the shape parameter of the Finite Range distribution using linex loss function under quasi, natural conjugate and uniform prior distributions. These estimators are compared with the corresponding Bayes estimators under squared error loss function.
Keywords and Phrases
Squared error loss function, asymmetric loss function, prior distribution, diffuse and non informative prior, posterior pdf and expectation, inverted gamma distribution
A.M.S. subject classiﬁcation
62P20, 62F15, 62J05