E-Bayesian Estimation under Loss Functions in Competing Risks

Authors

  • Didier Alain Njamen Njomen University of Maroua
  • Thiery Donfack
  • Joseph Ngatchou-Wandji
  • Georges Nguefack-Tsague

DOI:

https://doi.org/10.29020/nybg.ejpam.v15i2.4351

Abstract

Using gamma prior distribution of which shape hyperparameter has beta distributio and rate parameter has three different distributions over a finite interval, we studied the E-Bayesian estimation of one scale parameter of Gompertz distribution based on progressively type I censored sample from the competing risks model subject to K independent causes. The estimators obtained
generalize those issued from the quadratic loss, entropy loss and DeGroot loss functions.

Author Biography

  • Didier Alain Njamen Njomen, University of Maroua
    Faculty of Science, Departement of Mathematics

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Published

2022-04-30

Issue

Vol. 15 No. 2: (April 2022)

Section

Topology

License

Copyright (c) 2022 European Journal of Pure and Applied Mathematics

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How to Cite

E-Bayesian Estimation under Loss Functions in Competing Risks. (2022). European Journal of Pure and Applied Mathematics, 15(2), 753-773. https://doi.org/10.29020/nybg.ejpam.v15i2.4351