• Title/Summary/Keyword: Empirical Bayes confidence intervals

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Empirical Bayes Confidence Intervals of the Burr Type XII Failure Model

  • Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.155-162
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    • 1999
  • This paper is concerned with the empirical Bayes estimation of one of the two shape parameters(${\theta}$) in the Burr(${\beta},\;{\theta}$) type XII failure model based on type-II censored data. We obtain the bootstrap empirical Bayes confidence intervals of ${\theta}$ by the parametric bootstrap introduced by Laird and Louis(1987). The comparisons among the bootstrap and the naive empirical Bayes confidence intervals through Monte Carlo study are also presented.

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Parametric Empirical Bayes Estimators with Item-Censored Data

  • Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.261-270
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    • 1997
  • This paper is proposed the parametric empirical Bayes(EB) confidence intervals which corrects the deficiencies in the naive EB confidence intervals of the scale parameter in the Weibull distribution under item-censoring scheme. In this case, the bootstrap EB confidence intervals are obtained by the parametric bootstrap introduced by Laird and Louis(1987). The comparisons among the bootstrap and the naive EB confidence intervals through Monte Carlo study are also presented.

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Empirical Bayes Inferences in the Burr Distribution by the Bootstrap Methods

  • Cho, Kil-Ho;Cho, Jang-Sik;Jeong, Seong-Hwa;Shin, Jae-Seock
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.625-632
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    • 2004
  • We consider the empirical Bayes confidence intervals that attain a specified level of EB coverage for the scale parameter in the Burr distribution under type II censoring data. Also, we compare the coverage probabilities and the expected confidence interval lengths for these confidence intervals through simulation study.

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Empirical Bayes Interval Estimation by a Sample Reuse Method

  • Cho, Kil-Ho;Choi, Dal-Woo;Chae, Hyeon-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.41-48
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    • 1997
  • We construct the empirical Bayes(EB) confidence intervals that attain a specified level of EB coverage for the unknown scale parameter in the Weibull distribution with the known shape parameter under the type II censored data. Our general approach is to use an EB bootstrap samples introduced by Larid and Louis(1987). Also, we compare the coverage probability and the expected interval length for these bootstrap intervals with those of the naive intervals through Monte Carlo simulation.

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Bayesian Confidence Intervals in Penalized Likelihood Regression

  • Kim Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.141-150
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    • 2006
  • Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.