Abstract

The aim of this paper is to study the minimax estimation of the generalized exponential distribution. Bayesian estimators and minimax estimators of the parameter of the generalized exponential distribution have been obtained under the well known weighted square error loss, square log error loss and Modified Linear Exponential (MLINEX) loss functions. Finally, Monte Carlo simulation is used to compare the efficiency of these minimax estimators by using mean square error.

Keywords:

Bayes estimator, generalized exponential distribution, MLINEX loss, squared log error loss,

References

Competing interests

The authors have no competing interests.

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Copyright

The authors have no competing interests.