A Comparison between Bayesian method and maximum likelihood methods to estimate Consul Kumaraswamy Distribution parameters

Abstract

In this paper, Monte Carlo simulation technique were used to compare the performance of the maximum likelihood method and the Bayesian method to estimate Consul kumaraswamy distribution paramerers . under two types of loss functions, the general squared loss function and the general entropy loss function. The mean squares error and the  integration mean squares errors  criterion were used to determined which one is the best.