Parameters estimation of generalized exponential distribution under LINEX loss function based on risk efficiency

Abstract

From the time of introducing the generalized exponential (GE) distribution, several researches have been done to apply this distribution and its properties in different applications. In this article, it is intended, under asymmetric LINEX loss function, to find Bayes estimation of shape parameter of the GE distribution, when scale parameter is known and also Bayes estimations of shape and scale parameters when both are unknown. Finally, extensive simulations are performed to compare risk efficiencies of the estimators under two squared-error and LINEX loss functions.