Bayesian Analyses of the Burr Type ? Distribution under Doubly Type ?? censored samples using different Priors and Loss functions

Abstract

The Bayesian analysis of the Burr type  distribution (Exponentiated Rayleigh) has been considered in the paper.  The Gamma, Exponential, Chi-Squared and Jeffrey prior have been assumed for posterior analysis. The estimation has been made under doubly type  censored samples. The Bayes estimation has been obtained under eight different loss functions (Squared error, Quadratic, Weighted, Linear exponential, Precautionary, Entropy, De Groot and non-Linear exponential loss functions). The simulation study has been conducted to compare by mean square error (MSE) for the performance of various estimators.

Keyword: Bayesian Analyses, Exponentiated Rayleigh Distribution, Burr type  distribution, Loss function, Prior, Posterior, (Squared error, Quadratic, Weighted, Linear exponential, Precautionary, Entropy, De Groot and non-Linear exponential) loss functions.