BAYES ESTIMATOR OF GENERALIZEDEXPONENTIAL PARAMETERS UNDER GENERAL ENTROPYOSS FUNCTION USING LINDLEY’S APPROXIMATION

Rahul   Singh; S.K.  Singh; Umesh   Singh; G.P. Singh

Rahul Singh Department of Adm. Reforms, Govt. of U.P, Lucknow, India , S.K. Singh Department of Statistics and DST center for CIMS, B.H.U., Varanasi-221005, India , Umesh Singh Department of Statistics and DST center for CIMS, B.H.U., Varanasi-221005, India , G.P. Singh Department of community medicine, I.M.S., B.H.U., Varanasi-221005, India Statistics in Transition new series, vol. 10, 2009, 1, pages: 109-127 Published online: 1 July 2009

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ABSTRACT

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

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