教師資料查詢 | 類別: 期刊論文 | 教師: 黃文濤 HUANG, WEN-TAO (瀏覽個人網頁)

標題:Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution
學年95
學期1
出版(發表)日期2006/10/01
作品名稱Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution
作品名稱(其他語言)
著者黃文濤; Huang, Wen-tao; Huang, Hui-hsin
單位淡江大學經營決策學系
出版者Elsevier
著錄名稱、卷期、頁數Statistics and Probability Letters 76(16), pp.1821-1829
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.
關鍵字Asymptotic optimality;Rate of convergence;Regret
語言英文
ISSN0167-7152
期刊性質國內
收錄於
產學合作
通訊作者
審稿制度
國別中華民國
公開徵稿
出版型式,電子版
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