BAYESIAN ESTIMATION OF THE SHAPE PARAMETER OF FINITE RANGE DISTRIBUTION USING LINEX LOSS FUNCTION WITH TYPE II CENSORING

Print ISSN: 0972-7752

Abstract

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

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