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Bayesian Estimation and Application of Shifted Exponential Mixture Distribution
Journal article

Bayesian Estimation and Application of Shifted Exponential Mixture Distribution

Farzana Noor, Muhammad Aslam and Tabasam Sultana
THAILAND STATISTICIAN, Vol.18(3), pp.354-372
01/07/2020

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
In this study, Bayesian parameter estimation for the shifted exponential mixture model is conducted by using informative priors under squared error loss function (SELF), weighted loss function (WLF) and quadratic loss function (QLF). Properties of the proposed Bayes estimators (BEs) are highlighted through simulation study. One and two sample prediction bounds are obtained. Proposed mixture model is applied to a real life example.

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