In this paper, we have obtained Bayes estimators of parameters of Gamma distributions under asymmetric loss function using Lindley's approximation (l- approximation). The proposed estimators have been compared with the corresponding estimators obtained under Symmetric loss function for their Risks. This comparison is done on the basis of Monte Carlo study of 1000 simulated sample from the Gamma distribution.
Cite this article:
Singh, Singh and Singh (2005). Bayes Estimato Of Gamma Parameters Under Linex Loss Function Using Lindley's Approximation.