Bayesian and Non-Bayesian Estimations on The Exponentiated Gamma Distribution

Abstract In this paper, we consider the exponentiated gamma distribution as an important model of life time models and derive Bayesian and non-Bayesian estimators of the shape parameter, reliability and failure rate functions in the case of complete and type-II censored samples. The mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.