摘要:Bayes estimates of the unknown parameter and the reliability function for the generalized exponential model are derived. Bayes estimates are obtained under various losses such as the squared error, the absolute error, the squared log error, and the entropy loss functions. Monte Carlo simulations are presented to compare the Bayes estimates and the maximum likelihood estimates of the unknown parameter and the reliability function.
关键词:Generalized exponential distribution; Bayes estimate; Kolmogorov-Smirnov goodness of fit test; Loss function; Maximum likelihood estimate