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    題名: Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution
    作者: 黃文濤;Huang, Wen-tao;Huang, Hui-hsin
    貢獻者: 淡江大學經營決策學系
    關鍵詞: Asymptotic optimality;Rate of convergence;Regret
    日期: 2006-10-01
    上傳時間: 2010-08-09 16:47:36 (UTC+8)
    出版者: Elsevier
    摘要: We study empirical Bayes estimation of the guarantee lifetime θ in a two-parameter exponential distribution having a probability density p(x|θ,β)=(1/β)exp(-(x-θ)/β)I(x-θ) with unknown scale parameter β. An empirical Bayes estimator is proposed and its associated asymptotic optimality is studied. It is shown that is asymptotically optimal in the sense that its regret converges to zero at a rate n-2r/(2r+1), where n is the number of past observations available and r is a positive integer related to the prior distribution G.
    關聯: Statistics and Probability Letters 76(16), pp.1821-1829
    DOI: 10.1016/j.spl.2006.04.034
    顯示於類別:[管理科學學系暨研究所] 期刊論文

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