In this thesis, after expressing the terms, terms and definitions, first using a continuous wavelet estimation, we obtain a statistical function and by the Bayesian approach, we propose a method and detail its details. using Monte Carlo algorithm, we examine the point estimation and distance of the target function. Finally, using the numerical study and simulation, we examine the results of the obtained estimators and examine the obtained theoretical results in practice. using mean squared error and standard deviation, it is shown that the proposed method has better performance for the target function.