Reliability estimations of generalized exponential distribution under entropy loss function

被引：0

作者：

Yan, Wei-An ^{[1
]}

Shi, Yi-Min ^{[1
]}

Sun, Tian-Yu ^{[1
]}

Wang, Liang ^{[1
]}

机构：

[1] Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an 710072, China

来源：

Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2011年 / 31卷 / 09期

关键词：

Intelligent systems - Bayesian networks - Reliability - Monte Carlo methods - Parameter estimation - Entropy;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In generalized exponential distribution, the estimations and their admissibility of the parameter and the reliability index of generalized exponential distribution are discussed. The UMVUE. MRE. Bayesian estimation and empirical bayes estimation for parameter and reliability index of the generalized exponential distribution are obtained used conjugate prior under entropy loss function by transforming the distribution function. And we prove the estimation of the generalized exponential distribution with the form of [cT(x)+d]-1 is admissibility. At last, the MSE of the estimations are compared based on Monte Carlo simulation study. According to these comparisons, it is suggested that the empirical Bayes estimation have high-precision.

引用

页码：1763 / 1769

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