This paper provides the Bayes estimate ofscale parameterα of Generalized Compound Rayleigh distribution under the General Entropyloss function (GELF). Lindley approximation procedure gives the Approximate Bayes estimate of parameter β of Generalized Compound Rayleigh distribution under the GELF. We have done the numerical comparison of the Approximate Bayes estimator of model by using by R-programming.
Key words: Lindley Approximation, Generalized Compound Rayleigh distribution, General Entropy loss function, Approximate Bayes estimate of β.
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