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Comparison of Classical and Bayesian Estimations for Shape Parameter in Burr Type XII Distributionunder the Jeffrey's and modified Jeffrey's Priors | ||
| Al-Mustansiriyah Journal of Science | ||
| Article 1, Volume 24, Issue 5, 2013, Pages 199-208 | ||
| Author | ||
| Nadia H. Al-Noor | ||
| Abstract | ||
| The current paper considers the estimation of shape parameter in Burr type XII distribution. The classical estimators "Maximum Likelihood estimator, Uniformly Minimum Variance Unbiased estimator" and Bayesian estimators are discussed. Bayes estimators are obtained using Jeffrey's and modified Jeffrey's Priors under symmetric and asymmetric loss functions "squared error and precautionary". Mean squared error (MSE) of the estimators are calculated and compared for small, moderate and large samples using simulated data sets. It is observed that Uniformly Minimum Variance Unbiased estimator gives smallest values of MSE followed bythe Bayes estimator under squared error loss function with modified Jeffrey's prior information and hence they are preferred estimators for all sample sizes, also It is observed that performances of loss functions with modified Jeffrey's prior are better comparing with Jeffrey's prior. | ||
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