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Empirical Bayes inference for the Weibull model

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Abstract

In this study, the theory of statistical kernel density estimation has been applied for deriving non-parametric kernel prior to the empirical Bayes which frees the Bayesian inference from subjectivity that has worried some statisticians. For comparing the empirical Bayes based on the kernel prior with the fully Bayes based on the informative prior, the mean square error and the mean percentage error for the Weibull model parameters are studied based on these approaches under both symmetric and asymmetric loss functions, via Monte Carlo simulations. The results are quite favorable to the empirical Bayes that provides better estimates and outperforms the fully Bayes for different sample sizes and several values of the true parameters. Finally, a numerical example is given to demonstrate the efficiency of the empirical Bayes. Copyright Springer-Verlag Berlin Heidelberg 2013

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  • M. Maswadah, 2013. "Empirical Bayes inference for the Weibull model," Computational Statistics, Springer, vol. 28(6), pages 2849-2859, December.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:6:p:2849-2859
    DOI: 10.1007/s00180-013-0438-1
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    1. Ayman M. Abd-Elrahman & Khalaf S. Sultan, 2007. "Reliability estimation based on general progressive censored data from theWeibull model: comparison between Bayesian and classical approaches," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 239-257.
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