E-Bayesian Estimation of Hierarchical Poisson-Gamma Model on the Basis of Restricted and Unrestricted Parameter Spaces

In this study, we use the idea of the hierarchical model (HM) to estimate an unknown parameter of the hierarchical Poisson-Gamma model using the E-Bayesian (E-B) theory. We propose the idea of hierarchical probability function instead of the traditional hierarchical prior density function. We aim to...

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Main Authors: Azeem Iqbal, Laila A. Al-Essa, Muhammad Yousaf Shad, Fuad S. Alduais, Mansour F. Yassen, Muhammad Ahmad Raza
Format: Article
Language:English
Published: Wiley 2023-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2023/8767200
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author Azeem Iqbal
Laila A. Al-Essa
Muhammad Yousaf Shad
Fuad S. Alduais
Mansour F. Yassen
Muhammad Ahmad Raza
author_facet Azeem Iqbal
Laila A. Al-Essa
Muhammad Yousaf Shad
Fuad S. Alduais
Mansour F. Yassen
Muhammad Ahmad Raza
author_sort Azeem Iqbal
collection DOAJ
description In this study, we use the idea of the hierarchical model (HM) to estimate an unknown parameter of the hierarchical Poisson-Gamma model using the E-Bayesian (E-B) theory. We propose the idea of hierarchical probability function instead of the traditional hierarchical prior density function. We aim to infer E-B estimates with respect to the conjugate Gamma prior distribution along with the E-posterior risks on the basis of different symmetric and asymmetric loss functions (LFs) under restricted and unrestricted parameter spaces using uniform hyperprior. Whereas, E-B estimators are compared with maximum likelihood estimators (MLEs) using mean squared error (MSE). Monte Carlo simulations are prosecuted to study the efficiency of E-B estimators empirically. It is shown that the LFs under a restricted parameter space dominate to estimate the parameter of the hierarchical Poisson-Gamma model. It is also found that the E-B estimators are more precise than MLEs, and Stein’s LF has the least E-PR. Moreover, the application of outcomes to a real-life example has been made for analysis, comparison, and motivation.
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publishDate 2023-01-01
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series Complexity
spelling doaj-art-4dbc151a9c4e4cbcba8d55db5d54da4c2025-08-20T03:36:22ZengWileyComplexity1099-05262023-01-01202310.1155/2023/8767200E-Bayesian Estimation of Hierarchical Poisson-Gamma Model on the Basis of Restricted and Unrestricted Parameter SpacesAzeem Iqbal0Laila A. Al-Essa1Muhammad Yousaf Shad2Fuad S. Alduais3Mansour F. Yassen4Muhammad Ahmad Raza5Higher Education DepartmentDepartment of Mathematical SciencesDepartment of StatisticsDepartment of MathematicsDepartment of MathematicsFederal Urdu University of Arts Science and TechnologyIn this study, we use the idea of the hierarchical model (HM) to estimate an unknown parameter of the hierarchical Poisson-Gamma model using the E-Bayesian (E-B) theory. We propose the idea of hierarchical probability function instead of the traditional hierarchical prior density function. We aim to infer E-B estimates with respect to the conjugate Gamma prior distribution along with the E-posterior risks on the basis of different symmetric and asymmetric loss functions (LFs) under restricted and unrestricted parameter spaces using uniform hyperprior. Whereas, E-B estimators are compared with maximum likelihood estimators (MLEs) using mean squared error (MSE). Monte Carlo simulations are prosecuted to study the efficiency of E-B estimators empirically. It is shown that the LFs under a restricted parameter space dominate to estimate the parameter of the hierarchical Poisson-Gamma model. It is also found that the E-B estimators are more precise than MLEs, and Stein’s LF has the least E-PR. Moreover, the application of outcomes to a real-life example has been made for analysis, comparison, and motivation.http://dx.doi.org/10.1155/2023/8767200
spellingShingle Azeem Iqbal
Laila A. Al-Essa
Muhammad Yousaf Shad
Fuad S. Alduais
Mansour F. Yassen
Muhammad Ahmad Raza
E-Bayesian Estimation of Hierarchical Poisson-Gamma Model on the Basis of Restricted and Unrestricted Parameter Spaces
Complexity
title E-Bayesian Estimation of Hierarchical Poisson-Gamma Model on the Basis of Restricted and Unrestricted Parameter Spaces
title_full E-Bayesian Estimation of Hierarchical Poisson-Gamma Model on the Basis of Restricted and Unrestricted Parameter Spaces
title_fullStr E-Bayesian Estimation of Hierarchical Poisson-Gamma Model on the Basis of Restricted and Unrestricted Parameter Spaces
title_full_unstemmed E-Bayesian Estimation of Hierarchical Poisson-Gamma Model on the Basis of Restricted and Unrestricted Parameter Spaces
title_short E-Bayesian Estimation of Hierarchical Poisson-Gamma Model on the Basis of Restricted and Unrestricted Parameter Spaces
title_sort e bayesian estimation of hierarchical poisson gamma model on the basis of restricted and unrestricted parameter spaces
url http://dx.doi.org/10.1155/2023/8767200
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