Bayesian Shift Point Estimation of Generalized Compound Rayleigh Distribution under General Entropy Loss Function

We consider the problem of estimating the location of a single change point in a sequence of independent lifetimes x1, x2, ...., xm, , xm+1, ...xn(n?3) were observed from Generalized Compound Rayleigh Distribution with parameter ?,?,? but it was found that there was a change in the system at some point of time m and it is reflected in the sequence after xm by change in sequences as well as change in the parameter values. The Bayes estimates of ? and m are derived for asymmetric loss function known as General Entropy Loss Function under natural conjugate prior distribution. We propose Bayesian methods of estimating the change point, together with the model parameters, before and after its occurrence. Further, for Bayesian method under their respective identifiability and certain additional regularity conditions, we discussed the results by comparing it with real data with the help of ?R? Software.