Title of article
Bayes Estimator for Exponential Distribution with Extension of Jeffery Prior Information
Author/Authors
Al-Kutubi, Hadeel Salim Universiti Putra Malaysia - Institute for Mathematical Research, Malaysia , Ibrahim, Noor Akma Universiti Putra Malaysia - Institute for Mathematical Research, Malaysia
From page
297
To page
313
Abstract
In this paper the extension of Jeffery prior information with new loss function for estimating the parameter of exponential distribution of life time is presented. Through simulation study the performance of this estimator was compared to the standard Bayes with Jeffery prior information with respect to the mean square error (MSE) and mean percentage error (MPE). We found the extension of Jeffery prior information gives the best estimator.
Keywords
Extension of Jeffery prior information , loss function , exponential distribution , Bayes method.
Journal title
Malaysian Journal of Mathematical Sciences
Journal title
Malaysian Journal of Mathematical Sciences
Record number
2571390
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