Empirical Bayes estimation of coefficient of variation in shifted exponential distributions

TaChen Liang

Journal of Nonparametric Statistics, 2009, vol. 21, issue 3, 365-378

Abstract: We study the empirical Bayes estimation for the coefficient of variation γ=θ/(θ+μ) in a shifted exponential distribution having density p(x|θ, μ)=θ−1e −(x−μ)/θ I(x>μ), μ>0, and the parameter θ is in some finite interval [a1, a2], where 0Date: 2009
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DOI: 10.1080/10485250802587992

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