Empirical Bayes Prediction in Exponential Distribution

被引：1

作者：

王立春

机构：

[1] AMSS

[2] Beijing

[3] CAS

[4] institute of Applied Mathematics

来源：

Communications in Mathematical Research | 2005年 / 03期

关键词：

empirical Bayes; prediction; confidence interval;

D O I：

10.13447/j.1674-5647.2005.03.011

中图分类号：

O212.8 [贝叶斯统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper concerns with an empirical Bayes prediction problem in exponential distribution. Using observed samples, we construct a prediction interval for a set of interest which consists of some unobserved samples. Simulation studies with different prior distributions are conducted to examine coverage probability of the prediction interval.

引用

页码：81 / 87

页数：7

共 50 条

[1] ESTIMATION AND PREDICTION FOR MIXTURES OF THE EXPONENTIAL-DISTRIBUTION - (EMPIRICAL BAYES)
ROBBINS, H
[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA-PHYSICAL SCIENCES, 1980, 77 (05): : 2382 - 2383
[2] Monotone Empirical Bayes Test for the Exponential Distribution
王立春
[J]. Communications in Mathematical Research, 2006, (03) : 265 - 274
[3] Bayes empirical Bayes approach to estimation of the failure rate in exponential distribution
Li, TF
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2002, 31 (09) : 1457 - 1465
[4] Monotone Empirical Bayes Inference for Parameter of Exponential Distribution
Huang, Juan
Li, Naiyi
Liu, Huaxiang
Zhang, Jian
[J]. 2009 IEEE INTERNATIONAL CONFERENCE ON INTELLIGENT COMPUTING AND INTELLIGENT SYSTEMS, PROCEEDINGS, VOL 2, 2009, : 9 - +
[5] EMPIRICAL BAYES APPROACH TO RELIABILITY ESTIMATION FOR THE EXPONENTIAL-DISTRIBUTION
LI, TF
[J]. IEEE TRANSACTIONS ON RELIABILITY, 1984, 33 (03) : 233 - 236
[6] EMPIRICAL BAYES SHRINKAGE ESTIMATION OF RELIABILITY IN THE EXPONENTIAL-DISTRIBUTION
CHIOU, P
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1993, 22 (05) : 1483 - 1494
[7] Empirical Bayes inference for generalized exponential distribution based on records
Jaheen, ZF
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2004, 33 (08) : 1851 - 1861
[8] Empirical Bayes Decision for a Generalized Exponential Distribution with Contaminated Data
Qiu, Han
Chen, Jiaqing
Yuan, Zihao
Huang, Yangxin
[J]. SYMMETRY-BASEL, 2023, 15 (02):
[9] PREDICTION LIMITS FOR AN EXPONENTIAL-DISTRIBUTION - A BAYES PREDICTIVE DISTRIBUTION APPROACH
UPADHYAY, SK
PANDEY, M
[J]. IEEE TRANSACTIONS ON RELIABILITY, 1989, 38 (05) : 599 - 602
[10] Bayes estimators of the exponential distribution
Ali, M. Masoom
Woo, Jungsoo
Nadarajah, Saralees
[J]. JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS, 2005, 8 (01): : 53 - 58

← 1 2 3 4 5 →