Empirical Bayes estimation of the scale parameter in a Pareto distribution
โ Scribed by Ram C. Tiwari; Jyoti N. Zalkikar
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 579 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0167-9473
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We consider independent pairs (X 1 , 7 1 ), (X 2 , 7 2 ), ..., (X n , 7 n ), where each 7 i is distributed according to some unknown density function g(7) and, given 7 i =7, X i has conditional density function q(x | 7) of the Wishart type. In each pair the first component is observable but the seco
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 indi