Main Article Content

Abstract

We perform a Bayesian analysis of the upper trunacated Zeghdoudi distribution based on type II censored data. Using various loss functions including the generalised quadratic, entropy and Linex functions, we obtain Bayes estimators and the corresponding posterior risks. As tractable analytical forms of these estimators is out of reach, we propose the use of simulations based on Markov chain Monte-carlo methods to study their performance. Given nitial values of model parameters, we also obtain maximum likelihood estimators. Using Pitmanw closeness criterion and integrated mean square error we  compare their performance with those of the Bayesian estimators. Finally, we illustrate our approach through an example using a set of real data.

Keywords

Truncated Zeghdoudi distribution bayes estimators generalised loss function Linex loss function posterior risk Metropolis-Hastings algorithm Pitman closeness criterion

Article Details

Author Biography

Hamida Talhi, Badji Mokhtar University

Dr.Talhi Hamida, Probability Statistics laboratory; Badji Mokhtar University.
How to Cite
Talhi, H., & Aiachi, H. (2021). On Truncated Zeghdoudi Distribution : Posterior Analysis under Different Loss Functions for Type II Censored Data. Pakistan Journal of Statistics and Operation Research, 17(2), 497-508. https://doi.org/10.18187/pjsor.v17i2.3571

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