Comparison on Nonparametric Empirical Bayes Estimators - A Simulation Study

碩士 === 國立成功大學 === 統計學研究所 === 81 === Serveral authors have constructed nonparametric Bayes estimators for a cumulative distribution function or a cumulative hazard function based on (possibly right censoring) data. The prior distributions ha...

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Bibliographic Details
Main Authors: Li-Chen Chuang, 莊麗珍
Other Authors: Mei-Mei Zen
Format: Others
Language:zh-TW
Published: 1993
Online Access:http://ndltd.ncl.edu.tw/handle/80159080574372337161
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Summary:碩士 === 國立成功大學 === 統計學研究所 === 81 === Serveral authors have constructed nonparametric Bayes estimators for a cumulative distribution function or a cumulative hazard function based on (possibly right censoring) data. The prior distributions have, for example, been Dirichlet processes, beta processes or, more generally, processes neutral to the right. How robust is the Bayes estimator with respect to the prior distribution ? Since the parameters of prior distribution play an important role in Bayesian analysis, in this article we will use " Monte Carlo Simulation " to make a comparison on nonparametric empirical Bayes estimators of the distribution function and cumulative hazard rate under a Dirichlet process or a beta process prior.