A. Kiapour - Department of Statistics, Babol branch, Islamic Azad University, Babol, Iran
mehran naghizadeh qomi - University Department of Statistics, University of Mazandaran, Babolsar, Iranof Mazandaran

In Bayesian approach, prior knowledge is often vague and any elicited prior distribution is only an approximation to the true one. E-Bayes and robust Bayes approaches consider a class of prior distributions instead of a single prior. In this paper, we deal with Bayes, E-Bayes and robust Bayes estimation of the exponential scale-parameter under a weighted loss function. We conduct a simulation study for comparison of these estimators.

Bayes estimation, Class of prior, E-Bayes estimation, Robust Bayesian estimation, Weighted loss function