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Empirical Bayes Prediction in Exponential Distribution

Empirical Bayes Prediction in Exponential Distribution
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摘要 This paper concerns with an empirical Bayes prediction problem in exponential distribution. Using observed samples, we construct a prediction interval for a set of interest which consists of some unobserved samples. Simulation studies with different prior distributions are conducted to examine coverage probability of the prediction interval. This paper concerns with an empirical Bayes prediction problem in exponential distribution. Using observed samples, we construct a prediction interval for a set of interest which consists of some unobserved samples. Simulation studies with different prior distributions are conducted to examine coverage probability of the prediction interval.
作者 王立春
机构地区 institute of Applied Mathematics
出处 《Northeastern Mathematical Journal》 CSCD 2005年第3期329-335,共7页 东北数学（英文版）
基金 The NNSF (10271001) of China.
关键词 empirical Bayes PREDICTION confidence interval empirical Bayes, prediction, confidence interval
分类号 O212.8 [理学—概率论与数理统计]
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参考文献9

  • 1Robbins, H., Estimating many variance, in: Statistical Decision Theory and Related Topics III,Vol. 2, Academic, New York, 1982, pp.218-226.
  • 2Robbins, H., Some thoughts on empirical Bayes estimation, Ann. Statist., 11(1983), 713-723.
  • 3Robbins, H., An empirical Bayes approach to statistics, Proc. Third Berkeley Symp. Math.Statist. Prob., University of California Press, 1(1955), 157-163.
  • 4Robbins, H., The empirical Bayes approach to statistical decision problem, Ann. Math. Statist.,35(1964), 1-20.
  • 5Johns, M. V. Jr. and Van Ryzin, J. R., Convergence rates for empirical Bayes two-action problem I: Discrete case, Ann. Math. Statist., 42(1971), 1521-1539.
  • 6Johns, M. V. Jr. and Van Ryzin, J. R., Convergence rates for empirical Bayes two-action problem Ⅱ: Continuous case, Ann. Math. Statist., 43(1972), 934-937.
  • 7Datta, G. S. and Ghosh, M., Bayesian prediction in linear models: applications to small area estimation, Ann. Statist., 19(1991), 1748-1770.
  • 8Datta, G. S., A unified Bayesian prediction theory for mixed linear models with application,Statist. Decisions, 10(1992), 337-365.
  • 9Sajjan, S. G. and Basawa, I. V., Empirical Bayes prediction for a mixed linear model with autoregressive errors, Statist. Prob. Lett., 29(1996), 1-7.
Northeastern Mathematical Journal
2005年 第3期

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