Empirical Bayes analysis of record statistics based on linex and quadratic loss functions

被引：0

作者：

Jaheen, ZF ^{[1
]}

机构：

[1] Assiut Univ, Dept Math, Assiut 71516, Egypt

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2004年 / 47卷 / 6-7期

关键词：

exponential distribution; record statistics; empirical Bayes; estimation; prediction; LINEX loss; quadratic loss; Monte Carlo simulation;

D O I：

10.1016/S0898-1221(04)90078-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the empirical Bayes estimate is derived for the parameter of the exponential model based on record statistics. The estimate is obtained using the squared error loss and Varian's linear-exponential (LINEX) loss functions, and is compared with the corresponding maximum likelihood and Bayes estimates. Empirical Bayes prediction bounds for future record values are also obtained. A numerical example is given to illustrate the results of prediction and a Monte Carlo simulation is used to investigate the accuracy of estimation. (C) 2004 Elsevier Ltd. All rights reserved.

引用

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页码：947 / 954

页数：8

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