Approximate Bayes estimators applied to the Bilal model

This paper develops approximate Bayes estimators of the parameter of the Bilal failure model by using the method of Tierney and Kadane [Accurate approximations for posterior moments and marginal densities, J. Amer. Statist. Assoc. 81 (1986) 82-86.] based on Type-2 censored sample and four different loss functions. Existence and uniqueness theorem for the maximum likelihood estimate are established. Based on Monte Carlo simulation study, comparisons are made between those estimators and their corresponding Bayes estimators obtained by using Gibb's sampling approach.