期刊论文详细信息
Journal of Mathematics and Statistics
On Bayesian Premium Estimators for Gamma Lindley Model under Squared Error Loss Function and Linex Loss Function
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
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【 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   

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