Comparison Of The Bayesian Estimators For The Gamma Distribution Under Different Loss Functions

Abstract

This paper is concerned with the comparison of some Bayes' estimators for the scale parameter of the two parameters Gamma distribution , by applying the Bayes' estimators under different loss functions , using Jeffrey prior information . The comparison was based on a Monte Carlo study . Through the simulation study comparison was made on the performance of these estimators with respect to the mean square error (MSE) and mean absolute percentage error (MAPE) , and reach to that the best estimator is (The Bayes Estimator With The Modified Linear Exponential Loss Function) (M.LINEX) , for all models and all assumption samples sizes .