Comparison of E-Bayesian Estimators in Burr XII Model Using E-PMSE Based on Record Values

  • Alla Alhamidah Department of Statistics, University of Mazandaran
  • Mehran Naghizadeh Qmi Department of Statistics, University of Mazandaran
  • Azadeh Kiapour Department of Statistics, Babol branch, Islamic Azad University
DOI: https://doi.org/10.19139/soic-2310-5070-1687
Keywords: Bayesian estimation; Burr XII distribution; E-Bayesian estimation; E-‎PMSE‎; Record values.

Abstract

In this paper, we consider the problem of E-Bayesian estimation and its expected posterior mean squared error (E-PMSE) in a Burr type XII model on the basis of record values. The Bayesian and E-Bayesian estimators are computed under different prior distributions for hyperparameters. The E-PMSE of E-Bayesian estimators are calculated in order to measure the estimated risk. Performances of the E-Bayesian estimators are compared using a Monte Carlo simulation. A real data set is analyzed for illustrating the estimation results.

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Published
2023-04-20
How to Cite
Alhamidah, A., Naghizadeh Qmi, M., & Kiapour, A. (2023). Comparison of E-Bayesian Estimators in Burr XII Model Using E-PMSE Based on Record Values. Statistics, Optimization & Information Computing, 11(3), 709-718. https://doi.org/10.19139/soic-2310-5070-1687
Issue
Vol 11 No 3 (2023)
Section
Research Articles
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