Compromise between generalized bayes and bayes estimators of poisson means under entropy loss

Abstract

Compromise Estimators between the generalized Bayes and Bayes estimators with respect to conjugate gamma priors under entropy loss are proposed. The proposed compromise estimators are compared with some suitable generalized Bayes estimators in terms of their frequentist risk performance. Also the RSL approach will be employed to compare the proposed compromise estimators and some admissible generalized Bayes estimators in terms of their Bayes risk performance.

Keywords:

• Poisson means
• compromise estimator
• Bayes risk
• frequentist risk
• admissible generalized Bayes