Bayesian Estimation for Two Parameters of Gamma Distribution under Generalized Weighted Loss Function

  • Loaiy F. Naji Department of Mathematics, College of Science, Mustansiriyah University, Baghdad, Iraq
  • Huda A. Rasheed Department of Mathematics, College of Science, Mustansiriyah University, Baghdad, Iraq

Abstract

This paper deals with, Bayesian estimation of the parameters of Gamma distribution under Generalized Weighted loss function, based on Gamma and Exponential priors for the shape and scale parameters, respectively. Moment, Maximum likelihood estimators and Lindley’s approximation have been used effectively in Bayesian estimation. Based on Monte Carlo simulation method, those estimators are compared in terms of the mean squared errors (MSE’s).

Published
May 26, 2019
How to Cite
NAJI, Loaiy F.; RASHEED, Huda A.. Bayesian Estimation for Two Parameters of Gamma Distribution under Generalized Weighted Loss Function. Iraqi Journal of Science, [S.l.], v. 60, n. 5, p. 1161-1171, may 2019. ISSN 2312-1637. Available at: <http://scbaghdad.edu.iq/eijs/index.php/eijs/article/view/871>. Date accessed: 19 sep. 2019.
Section
Mathematics