Bayesian Shift Point Estimation of Burr Type III Distribution under General Entropy Loss Function

This paper considers a mean shift with an unknown shift point in a process Burr type III sequence and estimates the unknown shift point (change point) by the method of Bayesian Estimation Procedure. Pre-shift and post-shift means are estimated concurrently with the change point. When the underlying process overestimate or underestimate the mean shift in process we use asymmetric Loss function as General entropy Loss Function in order to estimate the mean shift. A Simulation Study is done by using R software.