Adegoke, T. M.Nasiri, PAdegoke, G. K.Yahya, WaheedAfolayan, Razaq2021-10-122021-10-122019https://uilspace.unilorin.edu.ng/handle/20.500.12484/6589In this study, the procedures of Bayesian estimation of the shape parameter of the Kumaraswamy distribution under different prior distributions are examined. The shape parameter of the Kumaraswamy distribution is assumed to follow noninformative prior distributions (such as the extension of Jeffrey’s prior distribution, Hartigan Prior distribution, and Uniform Prior distribution) and the informative prior distribution (such as the Gamma distribution and Inverted levy distribution) were adopted in this work. We compared the obtained estimates using their mean square errors under different loss functions (such as precautionary loss function, Squared error loss function, and Albayyati’s loss function). The results showed that the behaviour of the Bayesian estimations of the shape parameter of the Kumaraswamy distribution under the Squared Error loss function using Inverted levy prior distribution is the best among all the prior distributions considered.enGamma distributionJeffrey’s priorKumaraswamy distributionHartigan PriorInverted levy distributionUniform PriorMean Square ErrorLoss Function.Article