A General Approach to Nonparametric Empirical Bayes Estimation
A General Approach to Nonparametric Empirical Bayes Estimation
复制标题
非参数经验贝叶斯估计的通用方法
DOI：
10.1080/02331889708802574
复制
发表时间：
1997
期刊：
影响因子：
1.9
通讯作者：
Pensky Marianna
中科院分区：
文献类型：
--
作者：
Pensky Marianna
LET(X1，θ1)，(X2，θ2)，…，(X N，θN)，(X N+1，θN+1)是独立的随机向量，每个θi按照某种未知的先验密度g分布。给定θi，设xi有条件密度qi(xθi)，i=1，…在每一对中，第一个分量是可见的，而第二个分量是不可见的。以估计θN+1的已知函数b(θN+1)为目标，给出了构造b(θN+1)的经验Bayes估计的一般方法，并考察了它们的收敛速度.当条件密度qi(x/θ)，i=1，…时，，N+1是相同的，还讨论了。利用该理论对核电站设备的某些可靠性特性进行了估计。
Let (X1,θ1), (X2, θ2), … ,(X N , θ N ), (X N + 1, θ N + 1) be independent random vectors with each θi distributed according to some unknown prior density g. Given θi, let Xi have the conditional density qi(xθi), i = 1, … , N + 1. In each pair the first component is observable, but the second is not. The objective is to estimate a known function b(θ N + 1) of θ N + 1 A general technique for construction of empirical Bayes estimators of b(θ N + 1) is proposed and their convergence rates are examined. The special case, when the conditional densities qi(x/θ), i = 1, … , N + 1, are identical, is also discussed. The theory is used to estimate of some reliability characteristics of nuclear power plant equipment.
癌症流行病学队列模型的经验贝叶斯公式。
影响因子：
2
作者：
Desouza,CM
通讯作者：
Desouza,CM