Bayes Estimator of Generalized-Exponential parameters under Linex loss function using Lindley's approximation

Abstract

In this paper, we have obtained the Bayes Estimator of Generalized- Exponential scale and shape parameter using Lindley 's approximation (L-approximation) under asymmetric loss functions. The proposed estimators have been compared with the corresponding MLE for their risks based on simulated samples from the Generalized-Exponential distribution.