Empirical Bayes risk evaluation with type II censored data
By: Lynn Kuo, and Constantin Yiannoutsos
Contributors: Yiannoutsos, Constantin; Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1991
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 15
Subjects: Statistical data; Estimates; Bayes theorem; Parametric analysis
Other titles: NPS-OR-91-21.
Description: Empirical Bayes estimators for the scale parameter in a Weibull, Raleigh or an exponential      distribution with type II censored data are developed. These estimators are derived by the      matching moment method, the maximum likelihood method and by modifying the      geometric mean estimators developed by Dey and Kuo (1991). The empirical Bayes risks      for these estimators and the Bayes rules are evaluated by extensive simulation. Often, the      moment empirical Bayes estimator has the smallest empirical Bayes risk. The cases that      the modified geometric mean estimator has the smallest empirical Bayes risk are also      identified. We also obtain the risk comparisons for various empirical Bayes estimators      when one of the parameters in the hyperprior is known.
Notes: Title from cover.

"NPS-OR-91-21."

"July 1991."

AD A242 291.

Includes bibliographical references (p.15)

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