and Bayesian estimation of the scale parameter of
Weibull distribution with known shape and
compared their performance under squared error
loss. In this paper, comparison among the ML
estimator, probability weighted moment estimator
(PWM) and Bayes estimator of the scale parameter
of the Frechet distribution is considered under
quadratic loss function, El-Sayyad’s loss function
and linex loss function using Jeffreys’ prior, with
the assumption that the shape parameter is known.