Reliability estimations of Burr-XII distribution under entropy loss function

Jinfen Wei, Baowei Song, Weian Yan, Zhaoyong Mao

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Under the entropy loss function, the minimum risk equivariant estimation and E-Bayes estimation are obtained using conjugate prior. We also prove minimum risk equivariant estimation is also the minimax estimation. The MSE of the estimations are further compared based on Monte Carlo simulation. According to these comparisons, it is suggested that the accuracy of E-Bayes estimation is the highest

Original languageEnglish
Title of host publicationICRMS'2011 - Safety First, Reliability Primary
Subtitle of host publicationProceedings of 2011 9th International Conference on Reliability, Maintainability and Safety
Pages244-247
Number of pages4
DOIs
StatePublished - 2011
Event2011 9th International Conference on Reliability, Maintainability and Safety: Safety First, Reliability Primary, ICRMS'2011 - Guiyang, China
Duration: 12 Jun 201115 Jun 2011

Publication series

NameICRMS'2011 - Safety First, Reliability Primary: Proceedings of 2011 9th International Conference on Reliability, Maintainability and Safety

Conference

Conference2011 9th International Conference on Reliability, Maintainability and Safety: Safety First, Reliability Primary, ICRMS'2011
Country/TerritoryChina
CityGuiyang
Period12/06/1115/06/11

Keywords

  • Burr-XII distribution
  • E-Bayes estimation
  • Entropy loss function
  • minimax estimation
  • the minimum risk equivariant estimation

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