Journal of Statistical Theory and Applications

Volume 17, Issue 4, December 2018, Pages 661 - 673

Bayesian Premium Estimators for Mixture of Two Gamma Distributions Under Squared Error, Entropy and Linex Loss Functions: With Informative and Non Informative Priors

Authors
Fatma Zohra Attoui1, Halim Zeghdoudi1, *, Ahmed Saadoun1
1LaPS Laboratory, Badji-Mokhtar University, Box 12, Annaba, 23000, Algeria
*

Corresponding author. Email: zehdoudihalim@yahoo.fr

Received 2 January 2018, Accepted 1 April 2018, Available Online 31 December 2018.
DOI
10.2991/jsta.2018.17.4.8How to use a DOI?
Keywords
Zeghdoudi distribution; gamma distribution; loss function; Bayesian premium
Abstract

In this paper, we consider the Zeghdoudi distribution as the conditional distribution of Xn|θ, we focus on estimation of the Bayesian premium under three loss functions (squared error which is symmetric, Linex and entropy, which are asymmetric), using non-informative and informative priors (the extension of Jeffreys and Gamma priors) respectively. Because of its difficulty and non linearity, we use a numerical approximation for computing the Bayesian premium.

Copyright
© 2018 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

Download article (PDF)
View full text (HTML)

Journal
Journal of Statistical Theory and Applications
Volume-Issue
17 - 4
Pages
661 - 673
Publication Date
2018/12/31
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2018.17.4.8How to use a DOI?
Copyright
© 2018 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Fatma Zohra Attoui
AU  - Halim Zeghdoudi
AU  - Ahmed Saadoun
PY  - 2018
DA  - 2018/12/31
TI  - Bayesian Premium Estimators for Mixture of Two Gamma Distributions Under Squared Error, Entropy and Linex Loss Functions: With Informative and Non Informative Priors
JO  - Journal of Statistical Theory and Applications
SP  - 661
EP  - 673
VL  - 17
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2018.17.4.8
DO  - 10.2991/jsta.2018.17.4.8
ID  - Attoui2018
ER  -