BAYESAIN ESTIMATION OF SIZE BIASED CLASSICAL GAMMA DISTRIBUTION

  • J. A. Reshi Department of Statistics, University of Kashmir, Srinagar, India
  • A. Ahmed Department of Statistics, University of Kashmir, Srinagar, India
  • K. A. Mir Department of Statistics, Govt. Degree College Bemina Srinagar, India
Keywords: Size Biased Gamma Distribution, Jeffrey’s Prior and Extension of Jeffrey’s Prior, Loss Functions, Software

Abstract

In this paper, we present Bayes’ estimator of the parameter of Size biased Gamma distribution (SBGMD), that stems from an extension of Jeffery’s prior (Al-Kutubi (2005)) with a new loss function (Al-Bayyati (2002)). We are proposing four different types of estimators. Under squared error loss function, there are two estimators formed by using Jaffrey prior and an extension of Jaffrey’s prior. The two remaining estimators are derived using the same Jeffrey’s prior and extension of Jeffrey’s prior under a new loss function. We are also deriving the survival function of the size biased Gamma distribution. These methods are compared by using mean square error through simulation study with varying sample sizes.

 

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Published
2014-05-21
Section
Articles