Abstract
In this paper, the class of life-time distributions is considered for Bayesian analysis. The properties of Bayes estimators of the parameter are studied under different loss functions via simulated and real life data. For the particular case of the Maxwell distribution, a comprehensive simulation scheme is conducted using non-informative and informative priors. The loss functions are compared through posterior risk. Attractive closed form expressions are derived for the complete sample. Some other interesting comparison like credible interval (CI) and Highest Posterior Density (HPD) intervals are made and properties of the estimates are observed and presented in a very smooth way.