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International Conference on Statistics, Combinatorics and Related Areas - 7th International Conference of the Forum for Interdisciplinary Mathematics
December 19-21, 2000
Indian Institute of Technology-Bombay
Mumbai, Maharastra, India

Organizers
Satya N. Mishra (University of South Alabama), Sanjeev V. Sabnis (IIT, Bombay)

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Estimation of Shape Parameter of Exponentiated Weibull Distribution
by
Umesh Singh, P.K. Gupta, S.K. Upadhyay
Banaras Hindu University

This paper deals with the Bayesian estimation of the parameters of two-parameter exponentiated Weibull distribution (EWD) under Linex loss function (LLF) considering independent non-informative type of prior for the parameters. Generalized maximum likelihood estimators (GMLE) have also been obtained. Performances of the proposed Bayes estimators, GMLE, posterior means (i.e. Bayes estimator under squared error loss function) and maximum likelihood estimators (MLE) have been studied on the basis of their risks under LLF. The comparisons are based on simulation study because the expressions of risk functions of these estimators cannot be obtained in nice closed forms.

Date received: October 3, 2000

Copyright © 2000 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cafr-06.