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MENUVolume : 5, Issue : 9, September - 2016
BAYESIAN INFERENCE ABOUT THE ESTIMATION AND CREDIBLE INTERVALS FOR A CONTINUOUS DISTRIBUTION UNDER BOUNDED LOSS FUNCTION
Isha Gupta, Rahul Gupta
Abstract :
<p> In this paper, Bayes estimate of scale parameter of Gamma distribution is obtained using Informative prior distribution under a Bounded loss function, named Reflected gamma loss function and also Minimum Variance Unbiased estimator is obtained. Bayesian credible interval and Confidence interval is also constructed for the scale parameter of Gamma distribution. Comparisons are made between these estimators using Matlab software.</p>
Keywords :
Bayes estimator
Bounded loss function
Informative prior
Minimum
variance unbiased estimator
Credible interval
Confidence interval
Article:
Download PDF Journal DOI : 10.15373/2249555XCite This Article:
Isha Gupta, Rahul Gupta BAYESIAN INFERENCE ABOUT THE ESTIMATION AND CREDIBLE INTERVALS FOR A CONTINUOUS DISTRIBUTION UNDER BOUNDED LOSS FUNCTION Global Journal For Research Analysis,Volume : 5 | Issue : 9 | September 2016
