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E-Bayesian Estimation under Loss Functions in Competing Risks
Author(s) -
Didier Alain Njamen Njomen,
Thiery Donfack,
Joseph Ngatchou-Wandji,
Georges NguefackTsague
Publication year - 2022
Publication title -
european journal of pure and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.245
H-Index - 5
ISSN - 1307-5543
DOI - 10.29020/nybg.ejpam.v15i2.4351
Subject(s) - mathematics , statistics , estimator , hyperparameter , bayesian probability , bayes estimator , beta distribution , inverse gamma distribution , scale parameter , prior probability , quadratic equation , econometrics , asymptotic distribution , algorithm , geometry , normal gamma distribution
Using gamma prior distribution of which shape hyperparameter has beta distributio and rate parameter has three different distributions over a finite interval, we studied the E-Bayesian estimation of one scale parameter of Gompertz distribution based on progressively type I censored sample from the competing risks model subject to K independent causes. The estimators obtainedgeneralize those issued from the quadratic loss, entropy loss and DeGroot loss functions.

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