Accession Number:

ADA242291

Title:

Empirical Bayes Risk Evaluation with Type 2 Censored Data

Descriptive Note:

Technical rept.

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA DEPT OF OPERATIONS RESEARCH

Personal Author(s):

Report Date:

1991-07-01

Pagination or Media Count:

25.0

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE