نتایج جستجو برای: bayes estimators

تعداد نتایج: 38645  

The empirical Bayes estimators of treatment effects in a factorial experiment were derived and their asymptotic properties were explored. It was shown that they were asymptotically optimal and the estimator of the scale parameter had a limiting gamma distribution while the estimators of the factor effects had a limiting multivariate normal distribution. A Bootstrap analysis was performed to ill...

2013
K. S. Sultan Debasis Kundu

In this paper, the statistical inference of the unknown parameters of a twoparameter inverse Weibull (IW) distribution based on the progressive Type-II censored sample has been considered. The maximum likelihood estimators cannot be obtained in explicit forms, hence the approximate maximum likelihood estimators are proposed, which are in explicit forms. The Bayes and generalized Bayes estimator...

Journal: :Journal of multivariate analysis 2009
Malay Ghosh Georgios Papageorgiou Janet Forrester

Based on the notion of predictive influence functions, the paper develops multivariate limited translation hierarchical Bayes estimators of the normal mean vector which serve as a compromise between the hierarchical Bayes and maximum likelihood estimators. The paper demonstrates the superiority of the limited translation estimators over the usual hierarchical Bayes estimators in terms of the fr...

2015
Bryan He Rahul Makhijani

X1, . . . , Xn iid ∼ N (θ, σ), with σ known. Our goal is to estimate θ under squared-error loss. For our first guess, pick the natural estimator X. Note that it has constant risk σ 2 n , which suggests minimaxity because we know that Bayes estimators with constant risk are also minimax estimators. However, X is not Bayes for any prior, because under squared-error loss unbiased estimators are Ba...

ژورنال: پژوهش های ریاضی 2018

Introduction      In classical methods of statistics, the parameter of interest is estimated based on a random sample using natural estimators such as maximum likelihood or unbiased estimators (sample information). In practice,  the researcher has a prior information about the parameter in the form of a point guess value. Information in the guess value is called as nonsample information. Thomp...

2013
Abdullah Y. Al-Hossain

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two p...

2015
Shanti S. Gupta TaChen Liang

This paper deals with the problem of selecting good negative binomial populations as compared with a standard or a control. The main results are based on the use of the empirical Bayes approach. First we derive the monotone empirical Bayes estimators of the concerned parameters. Based on these estimators, we construct monotone empirical Bayes selection rules. Asymptotic optimality properties of...

2011
Sanjay Kumar Singh Umesh Singh Dinesh Kumar

• In this paper, we propose Bayes estimators of the parameter of the exponentiated gamma distribution and associated reliability function under General Entropy loss function for a censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under squared error loss function and maximum likelihood estimators through their simulated risks (average l...

Journal: :Communications for Statistical Applications and Methods 2004

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