PENAKSIR BAYES UNTUK PARAMETER DISTRIBUSI EKSPONENSIAL BERDASARKAN FUNGSI KERUGIAN KUADRATIK DAN FUNGSI KERUGIAN ENTROPI
No Thumbnail Available
Date
2016-05-23
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
This paper discusses the estimator for parameter of exponential distribution
using Bayesian statistics. Prior distribution used is the extension of Jeffrey’s prior.
Bayes estimators are obtained by quadratic loss function and entropy loss function.
Bayes estimators under quadratic loss function and entropy loss function are
biased estimators. Mean squared errors of Bayes estimators are obtained using
simulation. Simulation results show that Bayes estimator under entropy loss function
with proper choise of γ and depending on the value of c is more efficient than Bayes
estimator under quadratic loss function.
Description
Keywords
Exponential distribution, Bayesian statistics, extension of Jeffrey prior, quadratic loss function, entropy loss function