On estimation of the exponentiated Pareto distribution under different sample schemes. (English) Zbl 1230.62006
Summary: Bayes and classical estimators have been obtained for a two-parameter exponentiated Pareto distribution when samples are available from complete, type I and type II censoring schemes. Bayes estimators have been developed under a squared error loss function as well as under a LINEX loss function using priors of non-informative type for the parameters. It has been seen that the estimators obtained are not available in nice closed forms, although they can be easily evaluated for a given sample by using suitable numerical methods. The performances of the proposed estimators have been compared on the basis of their simulated risks obtained under squared error as well as under LINEX loss functions.
MSC:
62C10 | Bayesian problems; characterization of Bayes procedures |
62F10 | Point estimation |
62N01 | Censored data models |
62F15 | Bayesian inference |
65C60 | Computational problems in statistics (MSC2010) |
Keywords:
Bayes estimators; maximum likelihood estimator; non-informative-type priors; type I censoring; type II censoring; squared error loss function; LINEX loss functionReferences:
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