Title :
Empirical Bayes estimation of the parameter for logarithm gamma distribution
Author :
Jiaqing, Chen ; Cihua, Liu
Author_Institution :
Department of Statistics, Wuhan University of Technology, China
Abstract :
In this study, the empirical Bayes (EB) estimators of the parameter are constructed for logarithm gamma distribution in the case of independent identically distributed samples. It is shown that the proposed EB estimators are asymptotically optimal with convergence rates can arbitrarily close O(n−½) under suitable conditions.
Keywords :
Artificial neural networks; Convergence; Estimation; Exponential distribution; Markov processes; Probability density function; Random variables; convergence rate; empirical Bayes; logarithm gamma distribution;
Conference_Titel :
Information Science and Engineering (ICISE), 2010 2nd International Conference on
Conference_Location :
Hangzhou, China
Print_ISBN :
978-1-4244-7616-9
DOI :
10.1109/ICISE.2010.5690484
