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.
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
, S.K.Singh and Umesh
Deptt of Statistics,
Udai Pratap (Autonomous)
Deptt. of Statistics, Banaras
Revised: 28.02.2007 Accepted:
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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