BAYESIAN ESTIMATION OF SHAPE PARAMETER OF TOPP-LEONE DAGUM DISTRIBUTION Arun Kumar Rao1, Himanshu Pandey2* 1Department of Statistics, MPPG College, Jungle Dhusan, Gorakhpur, INDIA 2*Department of Mathematics & Statistics, DDU Gorakhpur University, Gorakhpur, INDIA E-mail: himanshu_pandey62@yahoo.com Abstract In this paper, Topp-Leone Dagum distribution is considered for Bayesian analysis. The expressions for Bayes estimators of the parameter have been derived under squared error, precautionary, entropy, K-loss, and Al-Bayyati’s loss functions by using quasi and gamma priors. Keywords Bayesian method, Topp-Leone Dagum distribution, quasi and gamma priors, squared error, precautionary, entropy, K-loss, and Al-Bayyati’s loss functions. 1. Introduction Rasheed, N., [1] introduced the Topp-Leone Dagum distribution. He obtained some basic statistical properties, incomplete rth moments, mean deviation from mean, and reliability measures of the distribution. The probability density function of Topp-Leone Dagum distribution is given by                 1211 2 1 1 1 1 1 1 0 a a a f x; a x x x x ; x .                               (1) The joint density function or likelihood function of (1) is given by               11 1 2 1 1 1 n a an i i i i f x; a x x x                              1 12 2 11 1 1 1 1 1 1 n na a i i ii x exp log x                                      (2) The log likelihood function is given by               11 1 2 1 1 1 n a a i i i i log f x; nlog a log x x x                               1 12 2 11 1 1 1 1 1 1 n na a i i ii log x log x                                (3) Differentiating (3) with respect to θ and equating to zero, we get the maximum likelihood estimator of θ which is given as    12 1 1 1 1 n a i i n log x                 . (4) IJO - INTERNATIONAL JOURNAL OF MATHEMATICS Volume 4 | Issue 12 | December 2021 | http://www.ijojournals.com/index.php/m/index 1 2. Bayesian Method of Estimation The Bayesian inference procedures have been developed generally under squared error loss function 2 L ,                  . (5) The Bayes estimator under the above loss function, say, s  is the posterior mean, i.e,  S E    . (6) Zellner [2], Basu and Ebrahimi [3] have recognized that the inappropriateness of using symmetric loss function. Norstrom [4] introduced precautionary loss function is given as 2 L ,                    . (7) The Bayes estimator under this loss function is denoted by P  and is obtained as   1 22 P E       . (8) Calabria and Pulcini [5] points out that a useful asymmetric loss function is the entropy loss     1p eL p log        where ,      and whose minimum occurs at .    Also, the loss function  L  has been used in Dey et al. [6] and Dey and Liu [7], in the original form having 1p . Thus  L  can written be as     1eL b log ; b>0.        (9) The Bayes estimator under entropy loss function is denoted by E  and is obtained by solving the following equation 1 1 E E .              (10) Wasan [8] proposed the K-loss function which is given as 2 L ,                     . (11) Under K-loss function the Bayes estimator of θ is denoted by K  and is obtained as     1 2 1 K E E            . (12) Al-Bayyati [9] introduced a new loss function which is given as IJO - INTERNATIONAL JOURNAL OF MATHEMATICS Volume 4 | Issue 12 | December 2021 | http://www.ijojournals.com/index.php/m/index 2 2 cL ,                   . (13) Under Al-Bayyati’s loss function the Bayes estimator of θ is denoted by Al  and is obtained as     1c Al c E E       . (14) Let us consider two prior distributions of θ to obtain the Bayes estimators. (i) Quasi-prior: For the situation where we have no prior information about the parameter θ, we may use the quasi density as given by  1 1 0 0 d g ; , d ,      (15) where d = 0 leads to a diffuse prior and d = 1, a non-informative prior. (ii) Gamma prior: Generally, the gamma density is used as prior distribution of the parameter θ given by     1 2 0g e ; .            (16) 3. Posterior density under  1g  The posterior density of θ under  1g  , on using (2), is given by                                   11 1 1 12 2 11 11 1 2 1 1 1 1 1 1 1 1 1 2 1 1 1 1 1 1 n a an i i i i n na a d i i ii n a an i i i i i a x x x x exp log x f x a x x x x                                                                                                         1 12 2 0 11 1 1 1 n na a d i ii d exp log x                                                      12 1 12 1 1 1 1 1 1 1 0 n a i i n a i i log x n d log x n d e e d                                                           12 1 112 1 1 1 1 1 1 1 1 n a i i n d n a i log x i n d log x e n d                                             (17) IJO - INTERNATIONAL JOURNAL OF MATHEMATICS Volume 4 | Issue 12 | December 2021 | http://www.ijojournals.com/index.php/m/index 3 Theorem 1. On using (17), we have          12 1 1 1 1 1 1 c n ac i i n d c E log x n d                          . (18) Proof. By definition,    c cE f x d              12 1 112 1 1 1 1 0 1 1 1 1 n a i i n d n a i log x i n d c log x e d n d                                                          112 1 112 1 1 1 1 1 1 1 1 1 n d n a i i n d c n a i i log x n d c n d log x                                                    12 1 1 1 1 1 1 c n a i i n d c log x n d                         . From equation (18), for 1c  , we have        112 1 1 1 1 1 n a i i E n d log x                     . (19) From equation (18), for 2c  , we have          212 2 1 2 1 1 1 1 n a i i E n d n d log x                           . (20) From equation (18), for 1c   , we have      12 1 1 1 1 1 1 n a i i E log x n d                    . (21) From equation (18), for 1c c  , we have           112 1 1 2 1 1 1 1 c n ac i i n d c E log x n d                            . (22) 4. Bayes estimators under  1g  From equation (6), on using (19), the Bayes estimator of θ under squared error loss function is given by      112 1 1 1 1 1 n a S i i n d log x                      . (23) IJO - INTERNATIONAL JOURNAL OF MATHEMATICS Volume 4 | Issue 12 | December 2021 | http://www.ijojournals.com/index.php/m/index 4 From equation (8), on using (20), the Bayes estimator of θ under precautionary loss function is obtained as        111 2 2 1 2 1 1 1 1 n a P i i n d n d log x                            . (24) From equation (10), on using (21), the Bayes estimator of θ under entropy loss function is given by      112 1 1 1 1 n a E i i n d log x                     . (25) From equation (12), on using (19) and (21), the Bayes estimator of θ under K-loss function is given by       1 2 112 1 1 1 1 1 n a K i i n d n d log x                           . (26) From equation (14), on using (18) and (22), the Bayes estimator of θ under Al-Bayyati’s loss function comes out to be      112 1 1 1 1 1 n a Al i i n d c log x                       . (27) 5. Posterior density under  2g  Under  2g  , the posterior density of θ, using equation (2), is obtained as                                  1211 1 12 1 1 11 2 1 1 1 1 1 1 1 1 1 2 1 1 n a a an i i i i i n a i i an i i a x x x x exp log x e f x a x x                                                                                             12 1 120 1 1 1 1 1 1 1 1 1 n a a i i i n a i i x x d exp log x e                                                                       12 1 1 12 1 10 1 1 1 1 1 1 n an i i n an i i exp log x exp log x d                                                            IJO - INTERNATIONAL JOURNAL OF MATHEMATICS Volume 4 | Issue 12 | December 2021 | http://www.ijojournals.com/index.php/m/index 5        12 1 1 1 1 1 12 1 1 1 1 n a i i log x n n n a i i e n log x                                                              12 1 12 1 1 1 1 1 1 1 1 n a i i n n a i log x i n log x e n                                                       (28) Theorem 2. On using (28), we have          12 1 1 1 1 c n ac i i n c E log x n                            . (29) Proof. By definition,    c cE f x d            12 1 12 1 1 1 1 1 0 1 1 1 n a i i n n a i log x i n c log x e d n                                                                     12 1 12 1 1 1 1 1 1 1 n n a i i n c n a i i log x n c n log x                                                         12 1 1 1 1 c n a i i n c log x n                           . From equation (29), for 1c  , we have        112 1 1 1 1 n a i i E n log x                       . (30) From equation (29), for 2c  , we have         212 2 1 1 1 1 1 n a i i E n n log x                              . (31) From equation (29), for 1c   , we have      12 1 1 1 1 1 1 1 n a i i E log x n                            . (32) From equation (29), for 1c c  , we have IJO - INTERNATIONAL JOURNAL OF MATHEMATICS Volume 4 | Issue 12 | December 2021 | http://www.ijojournals.com/index.php/m/index 6           112 1 1 1 1 1 1 c n ac i i n c E log x n                               . (33) 6. Bayes estimators under  2g  From equation (6), on using (30), the Bayes estimator of θ under squared error loss function is given by      112 1 1 1 1 n a S i i n log x                        . (34) From equation (8), on using (31), the Bayes estimator of θ under precautionary loss function is obtained as        1 2 112 1 1 1 1 1 n a P i i n n log x                               . (35) From equation (10), on using (32), the Bayes estimator of θ under entropy loss function is given by      112 1 1 1 1 1 n a E i i n log x                         . (36) From equation (12), on using (30) and (32), the Bayes estimator of θ under K-loss function is given by       1 2 112 1 1 1 1 1 n a K i i n n log x                               . (37) From equation (14), on using (29) and (33), the Bayes estimator of θ under Al-Bayyati’s loss function comes out to be      112 1 1 1 1 n a Al i i n c log x                         . (38) Conclusion In this paper, we have obtained a number of estimators of parameter of Gompertz Fréchet distribution. In equation (4) we have obtained the maximum likelihood estimator of the parameter. In equation (23), (24), (25), (26) and (27) we have obtained the Bayes estimators under different loss functions using quasi prior. In equation (34), (35), (36), (37) and (38) we have obtained the Bayes estimators under different loss functions using gamma prior. In the above equations, it is clear that the Bayes estimators depend upon the parameters of the prior distribution. We therefore recommend that the estimator’s choice lies according to the value of the prior distribution which in turn depends on the situation at hand. References [1] Rasheed, N, (2020): “Topp-Leone Dagum distribution: Properties and its Applications”. Research Journal of Mathematical and Statistical Sciences, Vol. 8(1), 16-30. IJO - INTERNATIONAL JOURNAL OF MATHEMATICS Volume 4 | Issue 12 | December 2021 | http://www.ijojournals.com/index.php/m/index 7 [2] Zellner, A., (1986): “Bayesian estimation and prediction using asymmetric loss functions”. Jour. Amer. Stat. Assoc., 91, 446-451. [3] Basu, A. P. and Ebrahimi, N., (1991): “Bayesian approach to life testing and reliability estimation using asymmetric loss function”. Jour. Stat. Plann. Infer., 29, 21-31. [4] Norstrom, J. G., (1996): “The use of precautionary loss functions in Risk Analysis”. IEEE Trans. Reliab., 45(3), 400-403. [5] Calabria, R., and Pulcini, G. (1994): “Point estimation under asymmetric loss functions for left truncated exponential samples”. Comm. Statist. Theory & Methods, 25 (3), 585-600. [6] D.K. Dey, M. Ghosh and C. Srinivasan (1987): “Simultaneous estimation of parameters under entropy loss”. Jour. Statist. Plan. And infer., 347-363. [7] D.K. Dey, and Pei-San Liao Liu (1992): “On comparison of estimators in a generalized life Model”. Microelectron. Reliab. 32 (1/2), 207-221. [8] Wasan, M.T., (1970): “Parametric Estimation”. New York: Mcgraw-Hill. [9] Al-Bayyati, H.N., (2002): “Comparing methods of estimating Weibull failure models using simulation”. Ph.D. Thesis, College of Administration and Economics, Baghdad University, Iraq. IJO - INTERNATIONAL JOURNAL OF MATHEMATICS Volume 4 | Issue 12 | December 2021 | http://www.ijojournals.com/index.php/m/index 8