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
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D O I：
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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.
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页码：233 / 236
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