Comparison of Bayes' Estimators for the Exponential Reliability Function Under Different Prior Functions

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Jinan Abbas Naser Al-obedy

Abstract

 In this study, we derived the estimation for Reliability of the Exponential distribution based on the Bayesian approach. In the Bayesian approach, the parameter of the Exponential distribution is assumed to be random variable .We  derived  posterior distribution the parameter of the Exponential distribution under four types priors distributions for the scale parameter of the Exponential distribution is: Inverse Chi-square distribution, Inverted Gamma distribution, improper distribution, Non-informative distribution. And the estimators for Reliability is obtained using the two proposed loss function in this study which is based on the natural logarithm for Reliability function .We used simulation technique, to compare the resultant estimators in terms of their mean squared errors (MSE).Several cases assumed for the parameter of the exponential distribution for data generating of different samples sizes (small, medium, and large). The results were obtained by using simulation technique, Programs written using MATLAB-R2008a program were used. In general, we obtained a good estimations of  reliability of the Exponential distribution under the second proposed loss function according to the smallest values of mean squared errors (MSE) for all samples sizes (n) comparative to the estimated values for MSE under the first proposed loss function.

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How to Cite
Al-obedy, J. A. N. (2017). Comparison of Bayes’ Estimators for the Exponential Reliability Function Under Different Prior Functions. Ibn AL- Haitham Journal For Pure and Applied Sciences, 30(1), 208–236. Retrieved from https://jih.uobaghdad.edu.iq/index.php/j/article/view/1072
Section
mathematics