Title

Empirical Bayes estimation of reliability characteristics for an exponential family

Authors

Authors

M. Pensky;R. S. Singh

Comments

Authors: contact us about adding a copy of your work at STARS@ucf.edu

Abbreviated Journal Title

Can. J. Stat.-Rev. Can. Stat.

Keywords

mean lifetime; reliability function; empirical Bayes estimation; RATES; CONVERGENCE; LIFE; Statistics & Probability

Abstract

This paper considers empirical Bayes (EB) squared-error-loss estimations of mean lifetime, variance and reliability function for failure-time distributions belonging to an exponential family, which includes gamma and Weibull distributions as special cases. EB estimators are proposed when the prior distribution of the lifetime parameter is completely unknown but has a compact (known or unknown) support. Asymptotic optimality and rates of convergence of these estimators are investigated. The rates established here under the compact support restriction are better than the polynomial rates of convergence obtained previously.

Journal Title

Canadian Journal of Statistics-Revue Canadienne De Statistique

Volume

27

Issue/Number

1

Publication Date

1-1-1999

Document Type

Article

DOI Link

http://dx.doi.org/10.2307/3315495

Language

English

First Page

127

Last Page

136

WOS Identifier

WOS:000080854000010

ISSN

0319-5724

Recommended Citation

"Empirical Bayes estimation of reliability characteristics for an exponential family" (1999). Faculty Bibliography 1990s. 2784.
https://stars.library.ucf.edu/facultybib1990/2784