Empirical Bayes risk evaluation with type II censored data
Loading...
Authors
Kuo, Lynn
Yiannoutsos, Constantin
Subjects
Type II censored data; parametric empirical Bayes estimation; ML-II prior; matching moment method; geometric mean estimator; EB risk comparison
Advisors
Date of Issue
1991-07
Date
1991-07
Publisher
Monterey, CA; Naval Postgraduate School
Language
Abstract
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
Type
Technical Report
Description
Series/Report No
Department
Organization
Identifiers
NPS Report Number
NPS-OR-91-21
Sponsors
Naval Postgraduate School, Monterey, CA
Funding
O&MN, Direct Funding
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.