Comparison of Maximum Likelihood and Approximate Bayes Estimators for unknown Parameters of Exponentiated Weibull Distribution

Şeyma Kubilay, buğra saraçoğlu

Abstract


In this study ,it is considered comparison of approximate Bayes estimators and maximum likelihood estimators (MLEs) for the unknown parameters of  Exponentiated Weibull (EW) distribution. The Bayes estimators and MLEs can not be obtained in closed forms. But MLEs is computed Newton Raphson method and approximate bayes estimators are obtained by using Tierney-Kadane and Lindley methods. Moreover, the approximate Bayes estimators are compared with the MLEs in terms of mean risk by using Monte Carlo simulation method.

Keywords


Bayes estimator, Exponentiated Weibull distribution, Lindley’s approximation, Maximum likelihood estimation, Monte Carlo simulation, Tierney-Kadane’s approximation.

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