Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data
التحيوى, ., Hamouda, D. (2022). Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data. EKB Journal Management System, 14(1), 1-19. doi: 10.21608/masf.2022.250910
د/ محمود عبد المنعم محمد التحيوى; dr\ Mohamed S. Hamouda Hamouda. "Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data". EKB Journal Management System, 14, 1, 2022, 1-19. doi: 10.21608/masf.2022.250910
التحيوى, ., Hamouda, D. (2022). 'Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data', EKB Journal Management System, 14(1), pp. 1-19. doi: 10.21608/masf.2022.250910
التحيوى, ., Hamouda, D. Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data. EKB Journal Management System, 2022; 14(1): 1-19. doi: 10.21608/masf.2022.250910

Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data

المجلة العلمية للدراسات والبحوث المالية والإدارية‎
Article 20, Volume 14, Issue 1, June 2022, Page 1-19  XML PDF (731.66 K)
Document Type: المقالة الأصلية
DOI: 10.21608/masf.2022.250910
View on SCiNiTO View on SCiNiTO
Authors
د/ محمود عبد المنعم محمد التحيوى email 1; dr Mohamed S. Hamouda Hamouda email 2
1کليه السياسه والاقتصاد , قسم الإحصاء- جامعه بنى سويف
2Faculty of Commerce, Department of Quantitative Techniques, Aswan University, Egypt
Abstract
"We perform a Bayesian analysis of the upper truncated power Lindley distribution based on type II censored data. Using various loss functions, including the generalized quadratic, entropy and Linex loss functions, we obtain Bayes estimators and their corresponding posterior risks. As tractable analytical forms of these estimators are out of reach, we propose Markov chain Monte-Carlo (MCMC) based simulation approach to study their performance. Moreover, given initial values for the parameters of the model, we obtain maximum likelihood estimators. Furthermore, we compare their performance with that of the Bayesian estimators using Pitman's closeness criterion and integrated mean square error. Finally, we illustrate our approach through an example with real data."
Keywords
Truncated power Lindley distribution; Bayes estimators; loss function; Pitman criterion; Metropolis-Hastings algorithm
Statistics
Article View: 122
PDF Download: 275