Abstract:
The problems of Bayesian estimation for the parameter of the ЭРланга distribution are studied using statistical decision theory and Bayesian analysis methods under the weighted
p,q symmetric entropy loss function; The precise forms of Bayesian estimation for the parameter of the ЭРланга distribution under different priors are obtained; The precise forms of the empirical Bayesian estimation and the Jackknife Bayesian estimation for the parameters of the ЭРланга distribution are derived on the basis of the Bayesian estimation that obtained; The admissiblility and minimaxity of the Bayesian estimation of the parameter of ЭРланга distribution are proved; Finally, some numerically simulations are conducted to evaluate the performance of the Bayesian estimation, empirical Bayesian estimation, and Jackknife Bayesian estimation of the studied parameter using the MCMC algorithm; The Bayesian estimations of the parameter of ЭРланга distribution with the same inverse Gamma prior under different loss functions are compared; The results indicate that the Bayesian estimation under the weighted
p,q symmetric entropy loss function has higher accuracy.