In this paper, the Frechet distribution is considered for Bayesian analysis. The expressions for Bayes estimators of the parameter have been derived under squared error, precautionary, entropy, K-loss, and Al-Bayyati’s loss functions by using quasi and gamma priors.

Frechet distribution, Bayesian method, quasi and gamma priors, squared error, precautionary, entropy, K-loss, Al-Bayyati’s loss functions.

Received: January 8, 2021; Accepted: January 15, 2021; Published: February 8, 2021

How to cite this article: Arun Kumar Rao and Himanshu Pandey, Bayesian estimation of scale parameter of Frechet distribution, Far East Journal of Theoretical Statistics 61(1) (2021), 49-59. DOI: 10.17654/TS061010049

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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