التحيوى, د/ محمود عبد المنعم محمد, Hamouda, dr\ Mohamed S. Hamouda. (2022). Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data. المجلة العلمية للدراسات والبحوث المالية والإدارية, 14(1), 1-19. doi: 10.21608/masf.2022.250910
د/ محمود عبد المنعم محمد التحيوى; dr\ Mohamed S. Hamouda Hamouda. "Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data". المجلة العلمية للدراسات والبحوث المالية والإدارية, 14, 1, 2022, 1-19. doi: 10.21608/masf.2022.250910
التحيوى, د/ محمود عبد المنعم محمد, Hamouda, dr\ Mohamed S. Hamouda. (2022). 'Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data', المجلة العلمية للدراسات والبحوث المالية والإدارية, 14(1), pp. 1-19. doi: 10.21608/masf.2022.250910
التحيوى, د/ محمود عبد المنعم محمد, Hamouda, dr\ Mohamed S. Hamouda. Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data. المجلة العلمية للدراسات والبحوث المالية والإدارية, 2022; 14(1): 1-19. doi: 10.21608/masf.2022.250910
Bayesian analysis of the Truncated Power Lindley under different loss functions for censored data
1کليه السياسه والاقتصاد , قسم الإحصاء- جامعه بنى سويف
2Faculty of Commerce, Department of Quantitative Techniques, Aswan University, Egypt
تاريخ الاستلام: 01 يوليو 2022،
تاريخ القبول: 01 يوليو 2022
المستخلص
"We perform a Bayesian analysis of the upper truncated power Lindley distribution based on type II censored data. Using various loss functions, including the generalized quadratic, entropy and Linex loss functions, we obtain Bayes estimators and their corresponding posterior risks. As tractable analytical forms of these estimators are out of reach, we propose Markov chain Monte-Carlo (MCMC) based simulation approach to study their performance. Moreover, given initial values for the parameters of the model, we obtain maximum likelihood estimators. Furthermore, we compare their performance with that of the Bayesian estimators using Pitman's closeness criterion and integrated mean square error. Finally, we illustrate our approach through an example with real data."
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