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Bayesian estimation for non zero inflated modified power series distribution under linex and generalized entropy loss functions

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  • Małgorzata Murat

Abstract

In this paper, we derive Bayesian estimators of the parameters of modified power series distributions inflated at any of a support point under linex and general entropy loss function. We assume that the prior information can be summarized by a uniform, Beta, two-sided power, Gamma or generalized Pareto distributions. The obtained results are demonstrated on the generalized Poisson and the generalized negative binomial distribution inflated at a given point.

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  • Małgorzata Murat, 2016. "Bayesian estimation for non zero inflated modified power series distribution under linex and generalized entropy loss functions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(13), pages 3952-3969, July.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3952-3969
    DOI: 10.1080/03610926.2014.912057
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