A Numerical Study on Robustness of Generalized Half Logistic Distribution under Entropy Loss
Abstract
In this paper, robust Bayesian analysis of the generalized half logistic distribution (GHLD) under anĂ²- contamination class of priors is considered. In both the cases when scale parameter is known and unknown, ML- II Bayes estimators of the parameters, reliability function and hazard function are derived under general entropy loss function (GELF) by considering the Type II censoring and the sampling scheme of Bartholomew (1963). Results for squared error loss function (SELF) are deduced as a special case. Simulation study and analysis of a real data set are presented. Also, a comparative study between GELF and SELF and, between Type II censoring and the sampling scheme of Bartholomew (1963) is done for GHLD.
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