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Paremeter Estimation and Prediction of the Exponential Life Time Model via Bayesian Approach

Author Affiliations

  • 1Department of Statistics, University of Peshawar, Peshawar, PAKISTAN
  • 2Department of Statistics, Government Post Graduate College of Science, Faisalabad, PAKISTAN

Res. J. Recent Sci., Volume 4, Issue (10), Pages 25-31, October,2 (2015)


In this paper the Bayesian analysis for Exponential model assuming uninformative conjugate (Jeffrey’s and Uniform) and informative conjugate (inverted gamma and two component inverted gamma mixture) priors is presented. The comparison between the two approaches is made on the basis of Bayes estimates, posterior risks, credible intervals and highest posterior density regions for different sample sizes and parameter values. The Bayesian predictive intervals assuming informative priors are calculated for different combinations of the hyperparameters to discover the range of hyper-parameters that lead towards more precise estimates of the parameters of interest.


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