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Empirical Bayes estimation of coefficient of variation in shifted exponential distributions

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  • TaChen Liang

Abstract

We study the empirical Bayes estimation for the coefficient of variation γ=θ/(θ+μ) in a shifted exponential distribution having density p(x|θ, μ)=θ−1e −(x−μ)/θ I(x>μ), μ>0, and the parameter θ is in some finite interval [a1, a2], where 0

Suggested Citation

  • TaChen Liang, 2009. "Empirical Bayes estimation of coefficient of variation in shifted exponential distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(3), pages 365-378.
    • Handle: RePEc:taf:gnstxx:v:21:y:2009:i:3:p:365-378
    DOI: 10.1080/10485250802587992
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    References listed on IDEAS

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    1. Pang, Wan-Kai & Leung, Ping-Kei & Huang, Wei-Kwang & Liu, Wei, 2005. "On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: A simulation-based approach," European Journal of Operational Research, Elsevier, vol. 164(2), pages 367-377, July.
    2. Tachen Liang, 2002. "An improved empirical Bayes test for positive exponential families," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 346-361, August.
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