2013/06/25 by Parviz Nasiri, Nasiri, P., Saman Hosseini +5
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Distribution Estimation and Applications
paper · pdf · doi:10.48550/arxiv.1306.5964
openalex publication_date 2013/06/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01
This paper deals with Bayesian estimations of scale parameter of the exponential distribution based on upper record range (Rn). This has been done in two steps; point and interval. In the first step the quadratic, squared error and absolute error, loss functions have been considered to obtain Bayesian-point estimations. Also in the next step the shortest Bayes interval (Hight Posterior Density interval) and Bayes interval with equal tails based on upper record range have been found. Therefore, the Homotopy Perturbation Method(HPM) has been applied to obtain the limits of Hight Posterior Density intervals. Moreover, efforts have been made to meet the admissibility conditions for linear estimators based on upper record range of the form mRn+d by obtained Bayesian point estimations. So regarding the consideration of loss functions, the prior distribution between the conjunction family has been chosen to be able to produce the linear estimations from upper record range statistics. Finally, some numerical examples and simulations have been presented.