Research Article
Bayesian Estimation of Two-Parameter Weibull Distribution Using Extension of Jeffreys' Prior Information with Three Loss Functions
Table 3
Mean squared error for .
| | | | | | | | | | | | | | | | | | |
| | 0.5 | 0.4 | 0.8 | 0.0169 | 0.0170 | 0.0180 | 0.0192 | 0.0177 | 0.0173 | 0.0204 | 0.0191 | 0.0168 | 0.0174 | | 0.5 | 0.4 | 1.2 | 0.0078 | 0.0079 | 0.0082 | 0.0082 | 0.0079 | 0.0079 | 0.0083 | 0.0083 | 0.0077 | 0.0082 | | 0.5 | 1.4 | 0.8 | 0.0173 | 0.0172 | 0.0181 | 0.0151 | 0.0153 | 0.0145 | 0.0199 | 0.0200 | 0.0145 | 0.0135 | 25 | 0.5 | 1.4 | 1.2 | 0.0077 | 0.0074 | 0.0081 | 0.0078 | 0.0070 | 0.0068 | 0.0082 | 0.0084 | 0.0072 | 0.0070 | 1.5 | 0.4 | 0.8 | 0.1646 | 0.1529 | 0.1826 | 0.1650 | 0.1503 | 0.1640 | 0.2427 | 0.1825 | 0.1306 | 0.1617 | | 1.5 | 0.4 | 1.2 | 0.0697 | 0.0697 | 0.0756 | 0.0742 | 0.0690 | 0.0726 | 0.0821 | 0.0772 | 0.0695 | 0.0719 | | 1.5 | 1.4 | 0.8 | 0.1611 | 0.1265 | 0.1535 | 0.1447 | 0.1352 | 0.1419 | 0.1868 | 0.1579 | 0.1156 | 0.1358 | | 1.5 | 1.4 | 1.2 | 0.0705 | 0.0673 | 0.0703 | 0.0700 | 0.0690 | 0.0697 | 0.0751 | 0.0675 | 0.0696 | 0.0705 |
| | 0.5 | 0.4 | 0.8 | 0.0086 | 0.0087 | 0.0089 | 0.0087 | 0.0086 | 0.0085 | 0.0095 | 0.0093 | 0.0084 | 0.0085 | | 0.5 | 0.4 | 1.2 | 0.0038 | 0.0038 | 0.0039 | 0.0040 | 0.0040 | 0.0040 | 0.0040 | 0.0041 | 0.0038 | 0.0039 | | 0.5 | 1.4 | 0.8 | 0.0085 | 0.0082 | 0.0090 | 0.0079 | 0.0082 | 0.0079 | 0.0089 | 0.0094 | 0.0074 | 0.0069 | 50 | 0.5 | 1.4 | 1.2 | 0.0038 | 0.0036 | 0.0038 | 0.0039 | 0.0038 | 0.0036 | 0.0041 | 0.0041 | 0.0036 | 0.0038 | 1.5 | 0.4 | 0.8 | 0.0771 | 0.0743 | 0.0823 | 0.0806 | 0.0796 | 0.0782 | 0.0904 | 0.0834 | 0.0710 | 0.0808 | | 1.5 | 0.4 | 1.2 | 0.0355 | 0.0355 | 0.0372 | 0.0367 | 0.0359 | 0.0361 | 0.0389 | 0.0352 | 0.0356 | 0.0360 | | 1.5 | 1.4 | 0.8 | 0.0777 | 0.0692 | 0.0785 | 0.0768 | 0.0707 | 0.0728 | 0.0831 | 0.0753 | 0.0668 | 0.0720 | | 1.5 | 1.4 | 1.2 | 0.0337 | 0.0331 | 0.0358 | 0.0342 | 0.0342 | 0.0346 | 0.0357 | 0.0351 | 0.0346 | 0.0342 |
| | 0.5 | 0.4 | 0.8 | 0.0042 | 0.0042 | 0.0043 | 0.0042 | 0.0045 | 0.0044 | 0.0043 | 0.0045 | 0.0042 | 0.0043 | | 0.5 | 0.4 | 1.2 | 0.0018 | 0.0019 | 0.0020 | 0.0019 | 0.0019 | 0.0019 | 0.0019 | 0.0019 | 0.0019 | 0.0019 | | 0.5 | 1.4 | 0.8 | 0.0044 | 0.0043 | 0.0042 | 0.0042 | 0.0043 | 0.0039 | 0.0044 | 0.0043 | 0.0042 | 0.0041 | 100 | 0.5 | 1.4 | 1.2 | 0.0020 | 0.0019 | 0.0019 | 0.0019 | 0.0018 | 0.0019 | 0.0019 | 0.0018 | 0.0018 | 0.0019 | 1.5 | 0.4 | 0.8 | 0.0390 | 0.0383 | 0.0408 | 0.0405 | 0.0378 | 0.0389 | 0.0420 | 0.0406 | 0.0374 | 0.0379 | | 1.5 | 0.4 | 1.2 | 0.0169 | 0.0169 | 0.0178 | 0.0178 | 0.0175 | 0.0174 | 0.0175 | 0.0185 | 0.0173 | 0.0175 | | 1.5 | 1.4 | 0.8 | 0.0389 | 0.0367 | 0.0383 | 0.0384 | 0.0371 | 0.0366 | 0.0408 | 0.0392 | 0.0361 | 0.0383 | | 1.5 | 1.4 | 1.2 | 0.0162 | 0.0161 | 0.0174 | 0.0179 | 0.0171 | 0.0175 | 0.0172 | 0.0170 | 0.0175 | 0.0166 |
|
|
ML: maximum likelihood, BG: general entropy loss function, BL: LINEX loss function, BS: squared error loss function.
|