• DocumentCode
    1351591
  • Title

    Empirical Bayes Approach to Reliability Estimation for the Exponential Distribution

  • Author

    Li, Tze Fen

  • Author_Institution
    Department of Mathematics; Rutgers University; Camden, NJ 08102 USA.
  • Issue
    3
  • fYear
    1984
  • Firstpage
    233
  • Lastpage
    236
  • Abstract
    In the empirical Bayes (EB) approach to a reliability estimation for the exponential distribution, a prior distribution is placed on the family of prior gamma distributions to produce an EB estimator. The EB estimator is asymptotically optimal and admissible. The results of a Monte Carlo study are presented to demonstrate the favorable risk behavior of the EB estimator as a Bayes estimator if the sample size is large.
  • Keywords
    Bayesian methods; Decision theory; Exponential distribution; Life estimation; Lifetime estimation; Maximum likelihood estimation; Monte Carlo methods; Probability; Reliability theory; Statistical distributions; Admissibility; Asymptotic optimality; Empirical Bayes;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/TR.1984.5221797
  • Filename
    5221797
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1351591