Journal of Statistics Applications & Probability


In this paper, we discuss the robustness of bayesian estimation for the exponentiated inverted Weibull distribution and the inverted Kumaraswamy distribution under progressive type-II censored samples. To estimate the unknown shape parameters of the two distributions, we use Lindley approximation to obtain Bayes estimates using the loss functions; square error loss function, linex loss function and general entorpy loss function under the non-informative and informative priors for the parameters. A simulation study is conducted to compare different estimates and the actual values of the shape parameters. Our aim is to study the robustness of estimation with regard to the three elements; the distribution model, the prior distribution and the loss function.

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