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Estimation for parameter on gamma distribution by maximum a posterior approach

Author(s)
Tammarat K. Rajamangala University of Technology Isan, Faculty of Sciences and Liberal Arts,Department of Applied Mathematics and Statistics Nakhon Ratchasima, Thailand
Noppakun T. Kalasin University, Faculty of Sciences and Health Technology, Department of Science and Mathematics Kalasin, Thailand
Abstract
The objective of this research is to estimate the true parameter of gamma distribution by using Maximum a Posterior approach, Bayes approach, Maximum Likelihood approach which are Maximum a Posterior estimator, Bayes estimator and Maximum Likelihood estimator, respectively. These estimators are compared with Mean Square Error for estimation of the true parameter when the data drown from a gamma distribution. In the case of the small sample size, the Maximum a Posterior estimator is quite well as compared with Bayes estimator and Maximum Likelihood estimator base on Mean Square Error. In another case of the sample size appear that Maximum a Posterior estimator and Bayes estimators are less Mean Square Error than Maximum Likelihood estimators. Our results suggest that Maximum a Posterior estimator for estimation of the true parameter of gamma distribution because Mean Square Error of Maximum a Posterior estimator is quite well when it is compared with Bayes estimator and Maximum Likelihood estimator.
Publication Details
Page(s) 395-398
DOI DOI not available
Published Journal: Science International, Volume: 32, Issue: 4, Year: 2020

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Keywords
maximum likelihood, mean square error, Maximum a Posterior
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