In this paper Bayes estimators of parameters of Gamma distributions under General Entropy loss function using Lindley's Approximation (L-Approximation) has been obtained. The proposed estimators have been compared with the corresponding estimators obtained under symmetric loss function for their risk on the basis of Monta-Carlo study of 2000 simulated samples from the Gamma distribution.
Cite this article:
Singh, Singh and Singh (2007). Bayes Estimator Of Gamma Parameters Under General Entropy Loss Function Using Lindley's Approximation. Journal of Ravishankar University (Part-B: Science), 20(1), pp.87-104.