Abstract
In this paper, the maximum likelihood and the Bayes estimators are derived for sample from the Generalized-Exponential distribution in the presence of k outliers. These estimators are obtained using Newton-Raphson method and Lindley’s approximation (L-approximation). The proposed Bayes estimators are obtained under symmetric and asymmetric loss functions. These estimators are compared empirically using Monte Carlo simulation, when all the parameters are unknown.
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Nasiri, P., Pazira, H. Bayesian Approach on the Generalized Exponential Distribution in the Presence of Outliers. J Stat Theory Pract 4, 453–475 (2010). https://doi.org/10.1080/15598608.2010.10411997
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DOI: https://doi.org/10.1080/15598608.2010.10411997