Comparison of Approximate Bayes Estimators under different loss functions for Parameters of Odd Weibull Distribution

Gulcan Gencer, Bugra Saracoglu


In this study, it is compared the performances of Maximum Likelihood (ML) and Bayes estimators under different loss functions for parameters of odd weibull distribution. ML estimators is computed by using Newton Raphson method. Approximate Bayes estimators by means of Tierney Kadane Approximation under Squared Error, Linex and General Entropy loss functions by using Jefrey’s extension prior is obtained. For different sample sizes, ML and Bayes estimators are compared in terms of mean square errors using a Monte Carlo simulation study.



Bayes estimator, Odd Weibull distribution, Loss Functions, Maximum likelihood estimation, Monte Carlo simulation, Tierney-Kadane’s approximation

Full Text: PDF


  • There are currently no refbacks.