Bayesian Estimation of the Odd Lindley Exponentiated Exponential Distribution : Applications in-Reliability

         In this work, we investigate the estimation of the unknown parameters and the reliability characteristics ofthe Odd Lindley Exponentiated Exponential distribution. The Bayes estimators and corresponding risks are derived usingvarious loss functions with complete data and a gamma prior distribution. A simulation study was carried out to calculate allthe results. We used Pitman’s closeness criterion and the integrated mean squared error to compare the performance of theBayesian and maximum likelihood estimators. Finally, we illustrate our techniques by analysing a real-life data set.