fa Mathematical Modeling and Applications of OR Mathematical Modeling and Applications of OR پژوهشی Original Here, we work on the problem of point estimation of the parameters of the Poisson-exponential distribution through the Bayesian and maximum likelihood methods based on complete samples. The point Bayes estimates under the symmetric squared error loss (SEL) function are approximated using three methods, namely the Tierney Kadane approximation method, the importance sampling method and the Metropolis-Hastings within Gibbs algorithm. The interval estimators are also obtained. The performance of the point and interval estimators are compared with each other by means of a Monte Carlo simulation. Several conclusions are given at the end. Bayesian inference, Importance sampling method, Metropolis-Hastings within Gibbs algorithm, Monte Carlo simulation, Poisson-exponential distribution, Tierney Kadane approximation. 62 77 http://iors.ir/journal/browse.php?a_code=A-10-12-12&slc_lang=fa&sid=1 Firozeh Bastan فیروزه باستان firozeh.bastan@gmail.com 1111111111 1111111111 No University of Mazandaran University of Mazandaran Seyyed Mohamad Taghi Kamel Mirmostafaee سیدمحمدتقی کامل میرمصطفایی m.mirmostafaee@umz.ac.ir 1111111111 1111111111 Yes University of Mazandaran دانشگاه مازندران