A study on Bayesian estimation of parameters of some well known distribution functions

Abstract

The thesis addresses the problem of estimation of parameters of some well known distribution functions. The problem of estimation of parameters of binomial, Poisson, normal and exponential distribution function has been considered. In particular, the maximum likelihood, method of moment, and Bayes estimators has been derived. Further the problem of estimating the parameter of binomial, Poisson, normal and exponential distribution function by Lindley’s Approximation is considered. Similar type of estimators are also derived for this case using different types of prior.