Empirical Bayes Estimation of Parameter of Burr-Type X Model under LINEX and Squared Error Loss Functions

Abstract:

The Empirical Bayes estimate of the parameter of Burr-type X distribution is contained .The estimate is obtained under squared error loss and Varian’s linear-exponential (LINEX) loss functions, and is compared with corresponding maximum likelihood and Bayes estimates. Finally, a Monte Carlo numerical example is given to illustrate our results.

• Periodical: Advanced Materials Research (Volumes 403-408)
• Pages: 5273-5277
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.403-408.5273
• Online since: November 2011
• Authors: Hai Ying Lan
• Keywords: Burr-Type X Distribution, Empirical Bayes Estimate, LINEX Loss Function, Squared Error Loss

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