The empirical Bayes estimation is derived for the failure rate parameter and the reliability function in the exponential distribution by considering a spline density estimation. Therefore, numerical example is introduced to conpare the performance of this estimation with the classical Bayes estimation using Gamma prior distribution. The results of the simulation show the algorithm is effective.
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李荣.指数分布下可靠性参数的样条经验 Bayes 估计[J].国防科技大学学报,1999,21(6):114-118. Li Rong. Spline Empirical Bayes Estimation for Parameters of Exponential Reliability[J]. Journal of National University of Defense Technology,1999,21(6):114-118.