On Truncated Zeghdoudi Distribution: Posterior Analysis under Different Loss Functions for Type II Censored Data.

We perform a Bayesian analysis of the upper truncated Zeghdoudi distribution based on type II censored data. Using various loss functions including the generalized quadratic, entropy and Linex functions, we obtain Bayes estimators and the corresponding posterior risks. As tractable analytical forms of these estimators are out of reach, we propose Markov chain Monte-Carlo (MCMC) based simulation approach to study their performance. Moreover, given initial values for the parameters of the model, we obtain maximum likelihood estimators. Furthermore, we compare their performance with those of the Bayesian estimators using Pitman’s closeness criterion and integrated mean square error. Finally, we illustrate our approach through an example with real data. [ABSTRACT FROM AUTHOR]