International Journal of Reliability and Applications
- Volume 2 Issue 1
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- Pages.49-56
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- 2001
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- 1598-0073(pISSN)
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- 2283-8914(eISSN)
Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data
- Mashayekhi, Mostafa (Department of Finance University of Nebraska-Lincoln, Lincoln)
- Published : 2001.03.01
Abstract
In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in
Keywords
- Empirical Bayes;
- Parametric empirical Bayes;
- Asymptotically optimal;
- Survival probabilities;
- Constant hazard rate;
- Right censored data.