Empirical Bayes estimation of reliability characteristics for an exponential family

    Authors

    M. Pensky;R. S. Singh

    Comments

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    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

    Language

    English

    First Page

    127

    Last Page

    136

    WOS Identifier

    WOS:000080854000010

    ISSN

    0319-5724

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