Data Processing with Computation in Bayes Reliability Analysis for Burr Type X Distribution under Different Loss Functions

Abstract:

This paper studies the estimation of the parameter of Burr Type X distribution. Maximum likelihood estimator is first derived, and then the Bayes and Empirical Bayes estimators of the unknown parameter are obtained under three loss functions, which are squared error loss, LINEX loss and entropy loss functions. The prior distribution of parmeter used in this paper is Gamma distribution. Finally, a Monte Carlo simulation is given to illustrate the application of these estimators.

• Periodical: Advanced Materials Research (Volume 978)
• Pages: 205-208
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.978.205
• Online since: June 2014
• Authors: Hui Zhou*
• Keywords: Bayes Estimator, Empirical Bayes Estimator, Entropy Loss, Linex Loss, Squared Error Loss

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