The comparison between standard Bayes estimators of the reliability function of exponential distribution

• Published in: Ibn Al-Haitham Journal for Pure and Applied Sciences Vol. 31; no. 3; pp. 135 - 142
• Main Authors: Ali, Muhammad Jamil, Gurgis, Hazim Mansur, Husayn, Adil Abd al-Azim
• Format: Journal Article
• Language: English
• Published: Baghdad, Iraq University of Baghdad, College of Education for Pure Science / Ibn al-Haitham 18-11-2018; University of Baghdad
• Subjects: standard Bayes estimator, loss function, IMSE
• ISSN: 1609-4042; 2521-3407
• DOI: 10.30526/31.3.2006

In this paper, a Monte Carlo Simulation technique is used to compare the performance of
the standard Bayes estimators of the reliability function of the one parameter exponential
distribution .Three types of loss functions are adopted, namely, squared error loss function
(SELF) ,Precautionary error loss function (PELF) and linear exponential error loss function
(LINEX) with informative and non- informative prior .The criterion integrated mean square
error (IMSE) is employed to assess the performance of such estimators.