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Author(s): P.K. Singh, S.K. Singh, Umesh Singh

Email(s): Email ID Not Available

Address: Deptt of Statistics, Udai Pratap (Autonomous) College, Varanasi
Deptt. of Statistics, Banaras Hindu University, Varanasi.

Published In:   Volume - 20,      Issue - 1,     Year - 2007


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.



Journal of Ravishankar University  Vol. 20  No. B (Science) 2007   PP 87-104    ISSN 0970-5910

Bayes Estimator Of Gamma Parameters Under General Entropy Loss

Function Using Lindley's Approximation

P.K.Singh  , S.K.Singh   and Umesh  Singh

1 Deptt of   Statistics,   Udai  Pratap  (Autonomous)   College,   Varanasi

2 Deptt. of  Statistics,   Banaras  Hindu   University,   Varanasi

MS Received:   25.08.2006    Revised:   28.02.2007   Accepted:  31.05.2007

Abstract: 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.

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