Abstract
Nonparametric Bayes and empirical Bayes estimations of the
survival function of a unit of age t (> 0) using Dirichlet
process prior are presented. The proposed empirical Bayes
estimators are found to be “asymptotically optimal” in the sense of Robbins (1955). The performances of the proposed
empirical Bayes estimators are compared with those of certain
rival estimators in terms of relative savings loss, The exact
expressions for Bayes risks are also provided in certain cases.