Parameter estimations of geometric extreme exponential distribution based on dual generalized order statistics

In this study, we consider the maximum likelihood and Bayes esti-mation of the parameters of geometric extreme exponential distribution based on dual generalized order statistics. However, the Bayes esti-mator does not exist in an explicit form for the parameters. We usedan approximation based on Lindley method for obtaining Bayes esti-mates under squared error loss function. We also discuss the asymptotic variance-covariance matrix of maximum likelihood estimators of two pa-rameters. Through Monte Carlo simulation, we compare the maximum likelihood and Bayes estimates of the parameters. And we include one real data analysis.