Assessing quality of crash modification factors estimated by empirical Bayes before-after methods

Before-after study with the empirical Bayes(EB)method is the state-of-the-art approach for estimating crash modification factors(CMFs).The EB method not only addresses the regression-to-the-mean bias,but also improves accuracy.However,the performance of the CMFs derived from the EB method has never been fully investigated.This study aims to examine the accuracy of CMFs estimated with the EB method.Artificial realistic data(ARD)and real crash data are used to evaluate the CMFs.The results indicate that:1)The CMFs derived from the EB before-after method are nearly the same as the true values.2)The estimated CMF standard errors do not reflect the true values.The estimation remains at the same level regardless of the pre-assumed CMF standard error.The EB before-after study is not sensitive to the variation of CMF among sites.3)The analyses with real-world traffic and crash data with a dummy treatment indicate that the EB method tends to underestimate the standard error of the CMF.Safety researchers should recognize that the CMF variance may be biased when evaluating safety effectiveness by the EB method.It is necessary to revisit the algorithm for estimating CMF variance with the EB method.

Empirical Bayes Estimation for the Parameter of Two-dimen sional One-side Truncated Distribution Families with Linex Loss

In this paper, we construct the EB estim ation for the parameter of the two-dimensional one side truncat ed distribution fam ilies using Linex loss. The convergence rate of EB estimation is given and it is shown that the proposed empirical Bayes estimaiton can be arbitrarily close to 1 under certain conditions.

Empirical Bayes Absolute Error Loss Estimation for Parameter of One-Side Truncation Distribution Families

In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0<λ,r≤1,Mn≤lnln n (for large n),Mn→∞ as n→∞.

Ⅱ型双删失样本下逆Topp-Leone分布的Bayes估计

在Ⅱ型双删失样本下,研究了逆Topp-Leone分布参数的极大似然估计,证明了极大似然估计的存在性和唯一性;基于未知参数的先验分布为Gamma分布和Jeffrey分布,分别在三种不同损失函数下,得到逆Topp-Leone分布未知参数的Bayes估计。根据后验密度函数得到预测密度,进而得到未来观测值在三种损失函数下的预测估计值。为了比较在不同损失下Bayes估计的优劣,采用数值模拟方法计算了各种估计的均值及均方误差,结果表明在Linex损失下未知参数的Bayes估计量更接近真值,均方误差最小。

一类Lindley模型参数的经验Bayes检验收敛速度的改进

利用递归核估计和单调性,构造了Lindley模型参数的经验Bayes检验函数,并在适当的条件下,证明了收敛速度的阶可任意接近O(n^(-1)).

THE SUPERIORITY OF EMPIRICAL BAYES ESTIMATION OF PARAMETERS IN PARTITIONED NORMAL LINEAR MODEL

In this article,the empirical Bayes（EB）estimators are constructed for the estimable functions of the parameters in partitioned normal linear model.The superiorities of the EB estimators over ordinary least-squares（LS）estimator are investigated under mean square error matrix（MSEM）criterion.

EMPIRICAL BAYES ESTIMATION FOR ESTIMABLE FUNCTION OF REGRESSION COEFFICIENT IN A MULTIPLE LINEAR REGRESSION MODEL

In this paper we consider the empirical Bayes (EB) estimation problem for estimable function of regression coefficient in a multiple linear regression model Y=Xβ+e. where e with given β has a multivariate standard normal distribution. We get the EB estimators by using kernel estimation of multivariate density function and its first order partial derivatives. It is shown that the convergence rates of the EB estimators are under the condition where an integer k > 1 . is an arbitrary small number and m is the dimension of the vector Y.

EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL

Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.

Admissibility of Bayes estimate with inaccurate prior in surveying adjustment

Based on the concept of admissibility in statistics, a definition of generalized admissibility of Bayes estimates has been given at first, which was with inaccurate prior for the application in surveying adjustment. Then according to the definition, the generalized admissibility of the normal linear Bayes estimate with the inaccurate prior information that contains deviations or model errors, as well as how to eliminate the effect of the model error on the Bayes estimate in surveying adjustment were studied. The results show that if the prior information is not accurate, that is, it contains model error, the generalized admissibility can explain whether the Bayes estimate can be accepted or not. For the case of linear normal Bayes estimate, the Bayes estimate can be made generally admissible by giving a less prior weight if the prior information is inaccurate. Finally an example was given.

Empirical Estimates of Global Climate Sensitivity:An Assessment of Strategies Using a Coupled GCM

A control integration with the normal solar constant and one with it increased by 2.5% in the National Center for Atmospheric Research （NCAR） coupled atmosphere-ocean Climate System Model were conducted to see how well the actual realized global warming could be predicted just by analysis of the control results. This is a test, within a model context, of proposals that have been advanced to use knowledge of the present day climate to make ＂empirical＂ estimates of global climate sensitivity. The scaling of the top-of-the-atmosphere infrared flux and the planetary albedo as functions of surface temperature was inferred by examining four different temporal and geographical variations of the control simulations. Each of these inferences greatly overestimates the climate sensitivity of the model, largely because of the behavior of the cloud albedo. In each inference the control results suggest that cloudiness and albedo decrease with increasing surface temperature. However, the experiment with the increased solar constant actually has higher albedo and more cloudiness at most latitudes. The increased albedo is a strong negative feedback, and this helps account for the rather weak sensitivity of the climate in the NCAR model. To the extent that these model results apply to the real world, they suggest empirical evaluation of the scaling of global-mean radiative properties with surface temperature in the present day climate provides little useful guidance for estimates of the actual climate sensitivity to global changes.

Empirical Bayes Test for the Parameter of Rayleigh Distribution with Error of Measurement

For the data with error of measurement in historical samples, the empirical Bayes test rule for the parameter of Rayleigh distribution is constructed, and the asymptotically optimal property is obtained. It is shown that the convergence rate of the proposed EB test rule can be arbitrarily close to O（n-1/2） under suitable conditions.

One-sided empirical Bayes test for location parameter in Gamma distribution

In this paper, we devote to constructing the one-sided empirical Bayes(EB) test for the location parameter in the Gamma distribution by nonparametric method. Under some mild conditions, we prove that the EB test is asymptotically optimal with the rate of the order O(n^(-δs/(2s+1))), where 1/2 ≤ δ < 1 and s > 1 is a given natural number. An example is also given to illustrate that the conditions of the main theorems are easily satisfied.

ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION FOR THE PARAMETERS OF MULTI－PARAMETER DISCRETE EXPONENTIAL FAMILY

For the multi-parameter discrete exponential family,we construct an empirical Bayes(EB)estimator of the vector-valued parameterθ.under some conditions,this estimator is proved to be asymptotically optimal.

Asymptotically Optimal and Admissible Empirical Bayes Estimation of Normal Parameter

Under square loss, this paper constructs the empirical Bayes（EB） estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover, the convergence rate of the EB estimation obtained is proved to be O（n^-1）.

A necessary and sufficient condition for generalized admissibility of Bayes estimate

A definition of generalized admissibility of Bayes estimates has been given. This generalized admissibility is a rule to identify whether Bayes estimates is acceptable or not under the condition of incorrect prior information. In this paper, a sufficient and necessary condition for the generalized admissibility is derived under quadratic loss. From this we can conclude that, when deviation of prior mean and deviation of prior variance do not go beyond the bound, the Bayes estimation is acceptable and it is discussed that how the deviation of the prior information influences on generalized admissibility. Because the precise distribution of prior information is unknown, the example gives a way to select the prior distribution. The example shows that this method is efficient and feasible.

Empirical Bayes Test for Two-parameter Exponential Distribution under Type-Ⅱ Censored Samples

The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which the asymptotic optimality and convergence rates are obtained.Finally,an example concerning the main result is given.

Convergence Rate of Empirical Bayes for Two-parameter Exponential Distribution with Replicated Data

In this paper, empirical Bayes test for a parameter θ of two-parameter exponential distribution is investigated with replicated past data. Under some conditions, the asymptotically optimal property is obtained. It is indicated that the rate of convergence can be very close to O（N-2^-1） in this case that a parameter μ is known.

偏态分布截断参数的经验Bayes检验

偏态分布是对称分布的一种推广,在实际生活中应用广泛,其中截断参数对界定偏态分布的边界具有重要意义.文中基于经验Bayes检验方法,研究了偏态分布截断参数的假设检验问题.考虑普通Bayes检验中先验密度的未知性和不确定性,利用递归核估计的密度函数代替未知的先验密度函数.定义检验的加权线性损失函数,从而更好地刻画了决策风险.在给定条件下证明了所提出检验函数的渐近最优性,同时给出确定的收敛速度.最后通过实例验证了文中的理论结果.

Note on the Linearity of Bayesian Estimates in the Dependent Case

This work deals with the relationship between the Bayesian and the maximum likelihood estimators in case of dependent observations. In case of Markov chains, we show that the Bayesian estimator of the transition probabilities is a linear function of the maximum likelihood estimator (MLE).

The Study about Autumobile Insurance Based on Linear Empirical Bayesian Estimation

Automobile insurance is one of the most popular research areas, and there are a lot of different methods for it .We uses linear empirical Bayesian estimation for the study of automobile insurance, giving the estimator of the policy’s future claim size. Thus, a new point of view is given on the pricing of automobile insurance.