A performance comparison of empirical Bayes and Bayes estimators of the Weibull and gamma scale parameters

✍ Scribed by George C. Canavos

• Publisher: John Wiley and Sons
• Year: 1983
• Tongue: English
• Weight: 299 KB
• Volume: 30
• Category: Article
• ISSN: 0894-069X
• DOI: 10.1002/nav.3800300311

✦ Synopsis

A mean-squared error comparison of smooth empirical Bayes and Bayes estimators for the Weibull and gamma scale parameters is studied based on a computer simulation. The smooth empirical Bayes estimators are determined as functions of up to 15 past estimates of the parameter of interest. Results indicate that at best the mean-squared errors of the empirical Bayes estimators are about 2040% larger than those of the corresponding squared-error optimal Bayes estimators.