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The object of the present paper is finding the best estimator for the scale parameter of Inverse Gamma distribution using Linex loss function and Squared error loss function with non-informative prior, and compared with Bayes estimators under quadratic loss function with the same prior. The comparison was made on the performance of these estimators with respect to the mean square error (MSE) and the mean percentage error (MPE). The results showed that the Bayes\' estimator under Linex loss function is the best.
[Huda A. Rasheed and Akbal J. Sultan (2015); Bayesian Estimation of the Scale Parameter for Inverse Gamma Distribution under Linex Loss Function Int. J. of Adv. Res. 3 (2). 0] (ISSN 2320-5407). www.journalijar.com
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