Parameter Estimations of Inverse Weibull Distribution

Abstract:

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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 et al., "Parameter Estimations of Inverse Weibull Distribution", Advanced Materials Research, Vols. 199-200, pp. 564-568, 2011

Online since:

February 2011

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Price:

$35.00

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