Asymptotically Optimal Empirical Bayes estimation of Parameter for Lognormal Distribution

Asymptotic Optimal Empirical Bayes Estimation of the Parameter of ЭРланга Distribution

This paper aims to study the empirical Bayes estimation of the parameter of ЭРланга distribution under a weighted squared error loss function. Bayes estimator is firstly to derive based on pivot method. Then empirical Bayes estimator of unknown parameter is constructed in a priori unknown circumstances. The asymptotically optimal property of this empirical Bayes estimator is also discussed. It ...

Asymptotically Optimal Parameter Estimation under Communication Constraints

A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear with respect to a common parameter. A novel estimating scheme is suggested, according to which each sensor transmits only one-bit messages at stopping times of ...

Empirical Bayes Estimation in Nonstationary Markov chains

Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...

Empirical Bayes Estimation of Reliability

Assessment of the reliability of various types of equipment relies on statistical inference about characteristics of reliability such as reliability function, mean lifetime of the devices, or failure rate. General techniques of statistical inference (estimation and hypotheses testing) are reviewed in Estimation; Least-Squares Estimation; Maximum Likelihood; Nonparametric Tests; Hypothesis Testi...

Bayes Parameter Estimation for the Bivariate