期刊論文
| 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 | en |
| ISSN | 0167-7152 |
| 期刊性質 | 國內 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | ,電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/50403 ) |