Bayesian estimation for Life-Time distribution parameter under Compound Loss Function with Optimal Sample Size Determination

Section: Research Paper
Issue
Vol. 17 No. 1 (2020): Volume 17 Issue 1
Published
Jun 25, 2025
Pages
34-45

Abstract

Abstract:This research aims to find Bayes estimator under symmetric and asymmetric two loss functions, such as the squared Log error loss function and entropy loss function, as well as a loss function that combines these two functions. It's called compound loss function, which is asymmetric in nature. A comparison of the Bayes estimators for scale parameter of Life-Time distribution, which includes a collection of known distributions under the compound proposed loss function, and its contained loss functions as well as the estimation of optimal sample size. Using a mean square error criterion (MSE), where the generation of the random data using the simulation for estimate Weibull distribution parameters that represents a special case of Life-Time distribution different sample sizes (n=10,50,100) and (N=1000), taking initial values for the parameters , to get to the balanced estimator that add between two loss functions.

References

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Authors

Raya Al-Rassam

Department of Statistics and Informatics, College of Computer Science and Mathematics, University of Mosul, Mosul, Iraq

ORCID
Safwan Rashed

Department of Statistics and Informatics, College of Computer Science and Mathematics, University of Mosul, Mosul, Iraq

ORCID

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How to Cite

Al-Rassam, R., صفوان, & Rashed, S. (2025). Bayesian estimation for Life-Time distribution parameter under Compound Loss Function with Optimal Sample Size Determination. IRAQI JOURNAL OF STATISTICAL SCIENCES, 17(1), 34–45. Retrieved from https://rjps.uomosul.edu.iq/index.php/stats/article/view/20794