عنوان
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E-Bayesian and Robust Bayesian Estimation and Prediction for the Exponential Distribution based on Record Values
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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E-Bayesian Estimation and Prediction, Exponential Distribution, Record Values, Robust Bayesian Estimation and Prediction, Squared Log Error Loss Function.
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چکیده
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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.
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پژوهشگران
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آزاده کیاپور (نفر سوم)، مهران نقی زاده قمی (نفر دوم)، علا الحمیده (نفر اول)
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