EMPIRICAL BAYES APPROACH TO RELIABILITY ESTIMATION FOR THE EXPONENTIAL DISTRIBUTION.

被引：0

作者：

Li, Tze Fen ^{[1
]}

机构：

[1] Rutgers Univ, Dep of Mathematics,, Camden, NJ, USA, Rutgers Univ, Dep of Mathematics, Camden, NJ, USA

来源：

IEEE Transactions on Reliability | 1984年 / R-33卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the empirical Bayes (EB) approach to a reliability estimation for the exponential distribution, a prior distribution is placed on the family of prior gamma distributions to produce an EB estimator. The EB estimator is asymptotically optimal and admissible. The results of a Monte Carlo study are presented to demonstrate the favorable risk behavior of the EB estimator as a Bayes estimator if the sample size is large.

引用

页码：233 / 236

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