Empirical Bayes Approach to Estimation of the Failure Rate in Exponential Distribution
碩士 === 國立中興大學 === 應用數學系 === 89 === In the empirical Bayes (EB) decision problem consisting of squared error estimation of the failure rate in exponential distribution, a prior Λ is place on the gamma family of prior distributions to produce Bayes EB estimators which are admissible. A sub...
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2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61295299796109908016 |
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ndltd-TW-089NCHU05070132016-07-06T04:11:05Z http://ndltd.ncl.edu.tw/handle/61295299796109908016 Empirical Bayes Approach to Estimation of the Failure Rate in Exponential Distribution 用經驗貝氏方法估計指數分配的失敗率 Howard Wu 鄔正豪 碩士 國立中興大學 應用數學系 89 In the empirical Bayes (EB) decision problem consisting of squared error estimation of the failure rate in exponential distribution, a prior Λ is place on the gamma family of prior distributions to produce Bayes EB estimators which are admissible. A subclass of such estimators is shown to be asymptotically optimal (a.o.). The results of a Monte Carlo study are presented to demonstrate the a.o. property of the Bayes EB estimators. 黎自奮 2001 學位論文 ; thesis 0 zh-TW |
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NDLTD |
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zh-TW |
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Others
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碩士 === 國立中興大學 === 應用數學系 === 89 === In the empirical Bayes (EB) decision problem consisting of squared error estimation of the failure rate in exponential distribution, a prior Λ is place on the gamma family of prior distributions to produce Bayes EB estimators which are admissible. A subclass of such estimators is shown to be asymptotically optimal (a.o.). The results of a Monte Carlo study are presented to demonstrate the a.o. property of the Bayes EB estimators.
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| author2 |
黎自奮 |
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黎自奮 Howard Wu 鄔正豪 |
| author |
Howard Wu 鄔正豪 |
| spellingShingle |
Howard Wu 鄔正豪 Empirical Bayes Approach to Estimation of the Failure Rate in Exponential Distribution |
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Howard Wu |
| title |
Empirical Bayes Approach to Estimation of the Failure Rate in Exponential Distribution |
| title_short |
Empirical Bayes Approach to Estimation of the Failure Rate in Exponential Distribution |
| title_full |
Empirical Bayes Approach to Estimation of the Failure Rate in Exponential Distribution |
| title_fullStr |
Empirical Bayes Approach to Estimation of the Failure Rate in Exponential Distribution |
| title_full_unstemmed |
Empirical Bayes Approach to Estimation of the Failure Rate in Exponential Distribution |
| title_sort |
empirical bayes approach to estimation of the failure rate in exponential distribution |
| publishDate |
2001 |
| url |
http://ndltd.ncl.edu.tw/handle/61295299796109908016 |
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