Bayes estimation of a two-parameter geometric distribution under multiply type II censoring
Summary: We derive Bayes estimators of the reliability and the parameters of a two-parameter geometric distribution under general entropy loss, minimum expected loss and linex loss functions for a noninformative as well as beta priors from multiply Type II censored data. We have studied the robustness of the estimators using simulations and we observed that the Bayes estimators of the reliability and the parameters of a two-parameter geometric distribution under all the above loss functions appear to be robust with respect to the correct choice of the hyperparameters \(a(b)\) and a wrong choice of the prior parameters \(b(a)\) of the beta prior.
scientific article; zbMATH DE number 6014421