E-Bayesian and Robust Bayesian Estimation and Prediction for the Exponential Distribution based on Record Values

Document Type : Original Article


1 Department of Statistics, University of Mazandaran, Babolsar, Iran.

2 Department of Statistics, Babol branch, Islamic Azad University, Babol, Iran.


This article deals with the problem of E-Bayesian and robust Bayesian estimation and prediction in the exponential distribution on the basis of record observations under the squared log error loss function. The E-Bayesian and robust Bayesian estimators of the scale parameter are computed and their performances are investigated using a simulation study. We extend the idea of E-Bayesian estimation to the E-Bayesian prediction of future record observation and perform a simulation study using a prequential analysis for comparison of proposed E-Bayesian and robust Bayesian predictors. Two real data sets are analyzed for illustrating the estimation and prediction results.


Volume 21, Issue 2
December 2022
Pages 133-147
  • Receive Date: 27 September 2021
  • Revise Date: 30 December 2023
  • Accept Date: 15 March 2023