Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution

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题名:	Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution
作者:	黃文濤;Huang, Wen-tao;Huang, Hui-hsin
贡献者:	淡江大學經營決策學系
关键词:	Asymptotic optimality;Rate of convergence;Regret
日期:	2006-10-01
上传时间:	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
显示于类别:	[管理科學學系暨研究所] 期刊論文

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