E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter based on asymmetric loss function |
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| Authors: | F Yousefzadeh |
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| Institution: | Department of Statistics, School of Mathematical Sciences and Statistics, University of Birjand, Birjand, Iran |
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| Abstract: | This paper explores properties of the E-Bayesian and hierarchical Bayesian estimations of the system reliability parameter. E-Bayesian estimation and hierarchical Bayesian estimation of Pascal distribution's parameter under two loss function, LINEX loss function and entropy loss function can be found. We obtained limits of that the E-Bayesian estimation and hierarchical Bayesian estimation are equal. A Monte Carlo simulation is used to compare performances of the two methods. |
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| Keywords: | E-Bayesian estimation Entropy loss function Hierarchical Bayesian estimation LINEX loss function Pascal distribution System reliability |
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