Comparison of estimates using censored samples from Gompertz model: Bayesian, E-Bayesian, hierarchical Bayesian and empirical Bayesian schemes

  • Authors

    • Hesham Reyad Lecture in EL Qassim University
    • Adil Mousa Younis
    • Amal Alsir Alkhedir
    2016-04-03
    https://doi.org/10.14419/ijasp.v4i1.5914
  • Bayes estimates, E-Bayes estimates, Empirical Bayes estimates, Gompertz distribution, Hierarchical Bayes estimates.

  • Abstract

    This paper aims to introduce a comparative study for the E-Bayesian criteria with three various Bayesian approaches; Bayesian, hierarchical Bayesian and empirical Bayesian. This study is concerned to estimate the shape parameter and the hazard function of the Gompertz distribution based on type-II censoring. All estimators are obtained under symmetric loss function [squared error loss (SELF))] and three different asymmetric loss functions [quadratic loss function (QLF), entropy loss function (ELF) and LINEX loss function (LLF)]. Comparisons among all estimators are achieved in terms of mean square error (MSE) via Monte Carlo simulation.

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  • Received date: 2016-02-22

    Accepted date: 2016-03-20

    Published date: 2016-04-03