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2 articles for “squared error loss function”

• Published Subscription 15 Sep 2021

  Parameter Estimation of Nakagami Distribution under Weighted Loss Function

  By Arun Kumar Rao, Himanshu Pandey

  Abstract: In this paper, the Nakagami distribution is considered for Bayesian analysis. The expressions for Bayes estimators of the scale parameter have been derived under squared error and weighted loss functions by using quasi and inverted gamma priors.

  Published in Research & Reviews : Journal of Statistics · Vol. 10, Issue 2, 2021 · pp. 23–28 Read article →

• Published Subscription 17 May 2018

  Bayesian Weibull Model in Survival Analysis

  By G. Venkatesan, P. Saranya

  Abstract: In this paper, we examine the performance of Maximum Likelihood Estimation (MLE) and Bayesian estimation of survival function of Weibull distribution with two parameters to the assigning informative prior and with three loss functions, namely, Linear Exponential (LINEX) Loss, General Entropy Loss and Squared Error Loss. Here the simulation study is carried out and the statistical analysis is done. Keywords: Weibull distribution, maximum likelihood estimation, Bayesian estimation, linear exponential loss, …

  Published in Research & Reviews : Journal of Statistics · Vol. 7, Issue 1, 2018 · pp. 24s–29s Read article →