Asymptotic Optimal Empirical Bayes Estimation of the Parameter of ЭРланга Distribution
نویسنده
چکیده
This paper aims to study the empirical Bayes estimation of the parameter of ЭРланга distribution under a weighted squared error loss function. Bayes estimator is firstly to derive based on pivot method. Then empirical Bayes estimator of unknown parameter is constructed in a priori unknown circumstances. The asymptotically optimal property of this empirical Bayes estimator is also discussed. It is shown that the convergence rates of the proposed empirical Bayes estimator can arbitrarily close to O(n)) under suitable conditions.
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