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- W72207893 abstract "In this chapter, we study the empirical Bayes estimation of the mean lifetime θ in an exponential distribution with unequal sample sizes. It is assumed that θ is in the interval [a,b] where 0 < a < b < ∞. We investigate a method for constructing an empirical Bayes estimator ϕ*n+1,n under unequal sample sizes situation. The asymptotic optimality of ϕ*n+1,n is studied. We have proved that ϕ*n+1,n is asymptotically optimal, and its regret converges to zero at a rate O ((ln n)3M−1 /n) when both a and b are known, or at a rate O ((ln n)3M−1 (ln ln n)2/n) when both a and b are unknown, where M is an upper bound of sample sizes." @default.
- W72207893 created "2016-06-24" @default.
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- W72207893 date "2007-12-27" @default.
- W72207893 modified "2023-09-25" @default.
- W72207893 title "Empirical Bayes Estimation of Mean Lifetime for an Exponential Distribution: Unequal Sample Sizes Case" @default.
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- W72207893 doi "https://doi.org/10.1007/0-8176-4422-9_17" @default.
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