E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter based on asymmetric loss function. Issue 1 (2nd January 2017)

• Record Type: Journal Article
• Authors: Yousefzadeh, F.
• Is Part Of: Communications in statistics. Volume 46:Issue 1(2017)
• Page Start: 1
• Page End: 8
• Publication Date: 2017-01-02
• Subjects: E-Bayesian estimation -- Entropy loss function -- Hierarchical Bayesian estimation -- LINEX loss function -- Pascal distribution -- System reliability.; 62C12; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.968736
• Languages: English
• ISSNs: 0361-0926

Abstract

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.