Abstract:

In this paper, we obtained a new general robust Bayesian fuzzy method was obtained for the probability distributions under Informative prior as gamma distribution. The hazard rate function was calculated according to proposed method for Frechet distribution. By using Monte-Carlo simulation experiments, the proposed method was tested and compared with the standard Bayesian method. It was concluded that the proposed method is effective in estimating the parameters of the Frechet distribution more accurately than the traditional Bayesian method when the data contains outliers. The risk function at the proposed method is better than the traditional method because it has achieved the least mean squares error. When the anomalous values increase within the data, the proposed method gives the best results with the least mean squares error.

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