E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter based on asymmetric loss function
F. Yousefzadeh
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 1, 1-8
Abstract:
This paper explores properties of the E-Bayesian and hierarchical Bayesian estimations of the system reliability parameter. E-Bayesian estimation and hierarchical Bayesian estimation of Pascal distribution's parameter under two loss function, LINEX loss function and entropy loss function can be found. We obtained limits of that the E-Bayesian estimation and hierarchical Bayesian estimation are equal. A Monte Carlo simulation is used to compare performances of the two methods.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:1:p:1-8
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DOI: 10.1080/03610926.2014.968736
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