On Bayesian Premium Estimators for Gamma Lindley Model under Squared Error Loss Function and Linex Loss Function

Journal of Mathematics and Statistics

Sadoun, Ahmed¹ 

关键词: Bayesian Premium;    Gamma Lindley Distribution;    Gamma Distribution;    Loss Function;    Entropy;    Linex;   

DOI  :  10.3844/jmssp.2017.284.291

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

We consider the Gamma Lindley distribution (GaL) as the conditional distribution of (X|θ,γ), we focus on the estimation of the Bayesian premium under  squared error loss function (symmetric) and linear-exponential (Linex) loss function  (asymmetric), using informative priors (the Gamma prior). Because of its difficulty and non-linearity, we use a numerical approximation for computing the Bayesian premium. Finally, a simulation and comparative study with varying sample sizes are given.

【 授权许可】

CC BY