中国科学院研究生院学报2011，Vol.28Issue(2)：147-154,8.
指数分布定数截尾数据下刻度参数的经验Bayes估计
Empirical Bayes estimation for scale parameter on type-Ⅱ censored samples in exponential distribution
摘要
Abstract
We consider type- Ⅱ censored samples of the exponential distribution. In the case that the hyperparameters of prior distribution are partly unknown, we construct the parametic empirical Bayes (PEB)estimation for scale parameter with the weighted square - error loss function, study the superiority of PEB estimation over the uniformly minimum variance unbiased estimation (UMVUE) in terms of the mean-square error (MSE) criterion, and obtain its large sample properties. In the case that the hyper-parameters of prior distribution are all unknown, we get the superiority of PEB estimation over UMVUE by comparing the simulated MSE. Finally, we show the superiority of PEB interval estimation by simulation results.关键词
刻度参数/指数分布/PEB估计/MSE准则/收敛速度Key words
scale parameter/ exponential distribution/ PEB estimation/ MSE criterion/ convergence rate分类
数学引用本文复制引用
李翔,韦来生..指数分布定数截尾数据下刻度参数的经验Bayes估计[J].中国科学院研究生院学报,2011,28(2):147-154,8.基金项目
国家自然科学基金(10771204)和中国科学院知识创新工程重要方向项目(KJCX3-SYW-S02)资助 （10771204）
