2011•Communication in Statistics- Theory and MethodsRequires access

E-Bayesian Estimation and Hierarchical Bayesian Estimation of Failure Probability

Han Ming

Abstract

This article introduces a new parameter estimation method, named E-Bayesian estimation, to estimate failure probability. The method is suitable for the censored or truncated data with small sample sizes and high reliability. The definition, properties and related simulation study of the E-Bayesian estimation are given. A real data set is also discussed. Through the examples, the efficiency and easiness of operation of this method are commended.

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Key concepts: Bayesian probability, Estimation, Bayes estimator, Bayesian hierarchical modeling, Computer science, Bayesian average, Reliability (semiconductor), Small area estimation