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2013 (Vol. 5, Issue: 02)
Article Information:

Empirical Bayes Estimation for Exponential Model Using Non-parameter Polynomial Density Estimator

Manfeng Liu and Haiping Ren
Corresponding Author:  Manfeng Liu 

Key words:  Empirical bayes estimator, LINEX loss function, non-parameter polynomial density estimator, squared error loss, , ,
Vol. 5 , (02): 392-397
Submitted Accepted Published
April 29, 2012 May 23, 2012 January 11, 2013
Abstract:

In this study, we study the empirical Bayes estimation of the parameter of the exponential distribution. In the empirical Bayes procedure, we employ the non-parameter polynomial density estimator to the estimation of the unknown marginal probability density function, instead of estimating the unknown prior probability density function of the parameter. Empirical Bayes estimators are derived for the parameter of the exponential distribution under squared error and LINEX loss functions. We use numerical examples to compare the empirical Bayes estimators we obtained under squared error and LINEX loss functions and we get the result of the mean square error of the empirical Bayes estimator under LINEX loss is usually smaller than the estimator under squared error loss function, so it is more better.
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  Cite this Reference:
Manfeng Liu and Haiping Ren, 2013. Empirical Bayes Estimation for Exponential Model Using Non-parameter Polynomial Density Estimator.  Research Journal of Applied Sciences, Engineering and Technology, 5(02): 392-397.
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ISSN (Online):  2040-7467
ISSN (Print):   2040-7459
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