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Empirical Bayes estimation for scale parameter on type-Ⅱ censored samples in exponential distribution
Received date: 2009-12-11
Revised date: 2010-06-17
Online published: 2011-03-15
We consider type-Ⅱ censored samples of the exponential distribution. In the case that the hyper-parameters of prior distribution are partly unknown, we construct the parametic empirical Bayes (PEB) estimation for scale parameter with the weighted square-error loss function, study the superiority of PEB estimation over the uniformly minimum variance unbiased estimation (UMVUE) in terms of the mean-square error (MSE) criterion, and obtain its large sample properties. In the case that the hyper-parameters of prior distribution are all unknown, we get the superiority of PEB estimation over UMVUE by comparing the simulated MSE. Finally, we show the superiority of PEB interval estimation by simulation results.
LI Xiang , WEI Lai-Sheng . Empirical Bayes estimation for scale parameter on type-Ⅱ censored samples in exponential distribution[J]. Journal of University of Chinese Academy of Sciences, 2011 , 28(2) : 147 -154 . DOI: 10.7523/j.issn.2095-6134.2011.2.003
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