關鍵字查詢 | 類別:期刊論文 | | 關鍵字:Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution

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1 95/1 決策系 黃文濤 教授 期刊論文 發佈 Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution , [95-1] :Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution期刊論文Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution黃文濤; Huang, Wen-tao; Huang, Hui-hsin淡江大學經營決策學系Asymptotic optimality;Rate of convergence;RegretElsevierStatistics and Probability Letters 76(16), pp.1821-1829We 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.tku_id: 000005697;Made available in DSpace on 2010-08-09T08:47:36Z (GMT). No. of bitstreams: 1 0167-7152_76(16)p
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