Bayes estimation and empirical Bayes estimation of scale parameter of two-parameter Weibull distribution

The Bayes estimation and the empirical Bayes estimation of the two-parameter Weibull distribution scale parameter are discussed under the weighted p, qsymmetric entropy loss function. Firstly, when the shape parameter is known, the Bayes estimation of the scale parameter of Weibull distribution under inverse gamma prior distribution is given, then the empirical Bayes estimation of the scale parameter of Weibull distribution is given on the basis of the obtained Bayes estimation. Finally, the robustness and accuracy of the estimation are verified by data simulation using R program. The results show that the accuracy of empirical Bayes estimation is higher.