Empirical Bayes Estimator
Mostrando 1-2 de 2 artigos, teses e dissertações.
-
1. Predição em modelos de tempo de falha acelerado com efeito aleatório para avaliação de riscos de falha em poços petrolíferos
We considered prediction techniques based on models of accelerated failure time with random eects for correlated survival data. Besides the bayesian approach through empirical Bayes estimator, we also discussed about the use of a classical predictor, the Empirical Best Linear Unbiased Predictor (EBLUP). In order to illustrate the use of these predictors, we
Publicado em: 2010
-
2. An empirical Bayes estimation problem
Let x be a random variable such that, given θ, x is Poisson with mean θ, while θ has an unknown prior distribution G. In many statistical problems one wants to estimate as accurately as possible the parameter E(θǀx = a) for some given a = 0,1,.... If one assumes that G is a Gamma prior with unknown parameters α and β, then the problem is straightforwa