2024 : 4 : 29
Mehran Naghizadeh Qomi

Mehran Naghizadeh Qomi

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics - University of Mazandaran - Babolsar- Iran
Phone: 01135302473

Research

Title
E-Bayesian and Robust Bayesian Estimation and Prediction for the Exponential Distribution based on Record Values
Type
JournalPaper
Keywords
E-Bayesian Estimation and Prediction, Exponential Distribution, Record Values, Robust Bayesian Estimation and Prediction, Squared Log Error Loss Function.
Year
2022
Journal journal of the iranian statistical society
DOI
Researchers Alla Alhamidah ، Mehran Naghizadeh Qomi ، azadeh kiapour

Abstract

This article deals with the problem of E-Bayesian and robust Bayesian estima- tion and prediction in the exponential distribution on the basis of record observations under the squared log error loss function. The E-Bayesian and robust Bayesian estima- tors of the scale parameter are computed and their performances are investigated using a simulation study. We extend the idea of E-Bayesian estimation to the E-Bayesian pre- diction of future record observation and perform a simulation study using a prequential analysis for comparison of proposed E-Bayesian and robust Bayesian predictors. Two real data sets are analyzed for illustrating the estimation and prediction results.