Empirical Bayesian estimation of mean life from an accelerated life test
type: Item
instance of: scholarly article
title: Empirical Bayesian estimation of mean life from an accelerated life test
zbMATH Open document ID: 0621.62098
DOI: 10.1016/0378-3758(87)90088-7
author: Anita Singh
author: Ashok K. Singh
author: William J. Zimmer
author: Pramod K. Pathak
published in: Journal of Statistical Planning and Inference
publication date: 1987-01-01T00:00:00Z
review text: In accelerated life testing, the time to failure of an item is observed under a high stress level, and the estimates are needed for the normal stress levels. This paper is concerned with empirical Bayes estimation of the hazard rate constant for exponentially distributed life times. We have assumed that the effect of acceleration is to scale up the hazard rate, and that the hazard rate has the natural conjugate prior with a known mean and unknown variance. We have considered two smooth empirical Bayes estimates of the hazard rate, and computed their Bayes risks by simulation.
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62C12
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 4007530
zbMATH Keywords: asymptotically optimal
zbMATH Keywords: accelerated life testing
zbMATH Keywords: time to failure
zbMATH Keywords: empirical Bayes estimation
zbMATH Keywords: hazard rate constant
zbMATH Keywords: exponentially distributed life times
zbMATH Keywords: natural conjugate prior
zbMATH Keywords: known mean
zbMATH Keywords: unknown variance
zbMATH Keywords: Bayes risks
MaRDI profile type: MaRDI publication profile
full work available at URL: 0378-3758(87)90088-7
OpenAlex ID: W2049944634
cites work: Q4107812
cites work: Q5657492
cites work: Q5571446
cites work: The Empirical Bayes Approach to Statistical Decision Problems
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description: scientific article; zbMATH DE number 4007530