Comparisons are made in terms of the bias and
mean squared error (MSE) of the estimates.
The plan of the paper is as follows. In Section
2, the ML estimation of β is reviewed. In Section 3
of this article, we derive the Bayes estimators
based on squared error loss function, El-Sayyad’s
loss function and linex loss function. In Section 4,
we obtain the probability weighted moment
estimator and in Section 5, a simulation study is