• DocumentCode
    3590720
  • Title

    Monotone empirical Bayes inference for parameter of exponential distribution

  • Author

    Huang, Juan ; Li, Naiyi ; Liu, Huaxiang ; Zhang, Jian

  • Author_Institution
    Sch. of Sci., Guang Dong Ocean Unversity, Zhan Jiang, China
  • Volume
    2
  • fYear
    2009
  • Firstpage
    9
  • Lastpage
    12
  • Abstract
    Under the linear loss, we consider the test problem of the life parameter in the exponential distribution using empirical Bayes (EB) approach and present a monotone EB test possessing a rate of convergence which can be arbitrarily close to O(n-1) under the condition that the past samples are SphiS-mixing.
  • Keywords
    Bayes methods; computational complexity; convergence; exponential distribution; inference mechanisms; exponential distribution; monotone EB test possessing; monotone empirical Bayes inference; Convergence; Decision support systems; Exponential distribution; Oceans; Probability density function; Random variables; Reliability engineering; Reliability theory; Testing; φ - mixing; asymptotic optimality; convergence rates; empirical Bayes test;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Computing and Intelligent Systems, 2009. ICIS 2009. IEEE International Conference on
  • Print_ISBN
    978-1-4244-4754-1
  • Electronic_ISBN
    978-1-4244-4738-1
  • Type

    conf

  • DOI
    10.1109/ICICISYS.2009.5358068
  • Filename
    5358068
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3590720