Paper Title:
Parameter Estimations of Inverse Weibull Distribution
  Abstract

under entropy loss function, the E-Bayes estimation and empirical bayes estimation to the parameter of inverse Weibull distribution used conjugate prior are discussed. And we prove the empirical bayes estimation is asymptotically optimal. At last, the MSE of the estimations are compared based on Monte Carlo simulation study. According to these comparisons, it is suggested that the accuracy of E-Bayes estimation is close to the empirical bayes estimation.

  Info
Periodical
Advanced Materials Research (Volumes 199-200)
Edited by
Jianmin Zeng, Zhengyi Jiang, Taosen Li, Daoguo Yang and Yun-Hae Kim
Pages
564-568
DOI
10.4028/www.scientific.net/AMR.199-200.564
Citation
W. A. Yan, B. W. Song, Z. Y. Mao, H. Y. Le, "Parameter Estimations of Inverse Weibull Distribution", Advanced Materials Research, Vols. 199-200, pp. 564-568, 2011
Online since
February 2011
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$32.00
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