Scientific Research and Essays

  • Abbreviation: Sci. Res. Essays
  • Language: English
  • ISSN: 1992-2248
  • DOI: 10.5897/SRE
  • Start Year: 2006
  • Published Articles: 2768

Full Length Research Paper

Classical and Bayesian estimation of parameters on the generalized exponentiated gamma distribution

  Parviz Nasiri1*, Rasoul Lotfi2 and Hossein Veisipour2        
  1Department of Statistics, Payame-Noor University 19365-4697 Tehran, I.R. of Iran. 2Department of Statistics, Islamic Azad University of Kermanshah, I.R. of Iran.
Email: [email protected]

  •  Accepted: 22 January 2013
  •  Published: 28 February 2013

Abstract

 

In this paper, we offer generalized exponentiated gamma distribution. We consider the maximum likelihood and Bayesian estimators of unknown parameters and propose Markov chain Monte Carlo (MCMC) method to generate samples from the posterior distribution. The mean square error of estimations is computed and comparisons are made using Monte Carlo simulation.

 

Key words: Maximum likelihood estimator, Bayesian estimator, squared error loss function, generalized exponentiated gamma distribution.

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This article is published under the terms of the Creative Commons Attribution License 4.0

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