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
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;
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
DOI :
10.1109/ICICISYS.2009.5358068
