Bayesian Analysis of Generalized Gamma Distribution using R Software

Authors

Kaisar Ahmad, Department of Statistics, University of Kashmir, Srinagar, India.Follow
S. P. Ahmad
A. Ahmed
J. A. Reshi

Author Country (or Countries)

India.

Abstract

In this paper, some structural properties of Generalized Gamma Distribution (GGD) have been established. Bayesian method of estimation has been employed to estimate the parameters of GGD using Jeffrey’s and extension of Jeffrey’s priors under four different loss functions. The estimator thus obtained was compared with classical Maximum Likelihood Estimator using MSE through simulation studies with varying sample sizes using R codes. The expression for survival function has also been established under Jeffrey’s and extension of Jeffrey’s prior.

Suggested Reviewers

N/A

Recommended Citation

Ahmad, Kaisar; P. Ahmad, S.; Ahmed, A.; and A. Reshi, J. (2015) "Bayesian Analysis of Generalized Gamma Distribution using R Software," Journal of Statistics Applications & Probability: Vol. 4: Iss. 2, Article 17.
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol4/iss2/17