Bayesian Estimation for Nadarajah-Haghighi Distribution Based on Upper Record Values

Ms. Sana; M. Faizan

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Bayesian Estimation for Nadarajah-Haghighi Distribution Based on Upper Record Values

Author(s)

Ms. Sana Department of Statistics and Operations Research Aligarh Muslim University, India

M. Faizan Department of Statistics and Operations Research Aligarh Muslim University, India

Abstract

This paper discusses maximum likelihood and Bayes estimation of the two unknown parameters of Nadarajah and Haghighi distribution based on record values. Different Bayes estimates are derived under squared error, balanced squared error and general entropy loss functions by using Jeffreys' prior information and extension of Jeffreys' prior information. It is observed that the associated posterior distribution appears in an intractable form. So, we have used Tierney and Kadane approximation method to compute these estimates. Finally, numerical computations are presented based on generated record values using R software.

Publication Details

Page(s) 217-230

DOI DOI not available

Published Journal: Pakistan Journal of Statistics and Operation Research, Volume: 15, Issue: 1, Year: 2019

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Keywords

Bayesian estimation, Maximum Likelihood Estimation, loss functions, Record Values, Jeffreys' prior information, Tierney and Kadane approximation, Extension of Jeffreys' prior information

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