Empirical Bayes Risk Evaluation with Type 2 Censored Data

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.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1991
Accession Number
ADA242291

Entities

People

  • Constantin Yiannoutsos
  • Lynn Kuo

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • California
  • Classification
  • Computer Programs
  • Data Analysis
  • Data Science
  • Estimators
  • Information Science
  • Monte Carlo Method
  • Operations Research
  • Public Health
  • Reliability
  • Simulations
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Decision Theory
  • Statistics
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Regression Analysis.