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

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/50403

請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/50403

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

文件中的檔案:

檔案	描述	大小	格式	瀏覽次數
Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution.pdf		165Kb	Adobe PDF	21	檢視/開啟
index.html		0Kb	HTML	18	檢視/開啟

在機構典藏中所有的資料項目都受到原著作權保護.

TAIR相關文章