Open AccessComparison of estimates using censored samples from Gompertz model: Bayesian, E-Bayesian, hierarchical Bayesian and empirical Bayesian schemes
Author(s) -
Hesham Reyad,
Adil Mousa Younis,
Amal Alsir Alkhedir
Publication year - 2016
Publication title -
international journal of advanced statistics and probability
Language(s) - English
Resource type - Journals
ISSN - 2307-9045
DOI - 10.14419/ijasp.v4i1.5914
Subject(s) - bayesian probability , estimator , statistics , censoring (clinical trials) , mathematics , bayes estimator , mean squared error , bayesian linear regression , bayesian inference , econometrics
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.