Journal of the Korean Data and Information Science Society
- Volume 8 Issue 1
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- Pages.41-48
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- 1997
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- 1598-9402(pISSN)
Empirical Bayes Interval Estimation by a Sample Reuse Method
-
Cho, Kil-Ho
(Department of Statistics, Kyungpook National University)
;
- Choi, Dal-Woo (Department of Statistics, Kyungpook National University) ;
- Chae, Hyeon-Sook (Department of Statistics, Kyungpook National University)
- Published : 1997.04.30
Abstract
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.