Empirical Bayesian estimation of mean life from an accelerated life test
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.
scientific article; zbMATH DE number 4007530