E-Bayesian Estimation under Loss Functions in Competing Risks
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.
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