Bayes estimator as a function of some classical estimator for power function distribution.

Radha RK, Venkatesan P.

International Journal of Statistics and Analysis; 2013; 3; 105-109.

Abstract: Classical estimation procedures like maximum likelihood estimation method, uniformly minimum variance unbiased estimation methods are frequently used for parameter estimation in statistics, which assumes parameter is constant. Bayes method assumes parameter is a random variable. It is of our interest that whether above classical estimators of the parameter for a particular probability distribution can be obtained from Bayes estimator is determined. In this analysis power function distribution is used to examine the relationship between Bayesian and classical estimation. Considering improper prior distribution for shape parameter of the power function distribution with scale parameter equal to one, here we have tried to show how the classical estimators can be obtained from Bayes estimator for various choices of hyper parameters of the prior function.

Keywords : Bayes Estimator; Classical Estimator; Maximum Likelihood Estimation; Uniformly Minimum Variance Unbiased Estimation; Minimum Mean Square Error.

Back to List of publications / Home