Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Empirical Bayes Estimation of the Binomial and Normal Parameters

  • Hong, Jee-Chang (Department of Liberal Arts, Tong Hae University) ;
  • Inha Jung (Division of Information and Computer Engineering, Ajou University)
  • Published : 2001.04.01
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Abstract

We consider the empirical Bayes estimation problems with the binomial and normal components when the prior distributions are unknown but are assumed to be in certain families. There may be the families of all distributions on the parameter space or subfamilies such as the parametric families of conjugate priors. We treat both cases and establish the asymptotic optimality for the corresponding decision procedures.

Keywords

References

  1. Statistical Decision Theory Berger,J.O.
  2. Probability and Measure Billingsley,P.
  3. Empirical Bayes Methods(2nd ed.) Maritz,J.S.;Lwin,T.
  4. Proceedings of the Third Berkeley Symposium on Statistics and Probability v.1 An empirical Bayes approach to statistics Robbins,H.
  5. Annals of Mathematical Statistics v.35 The empirical Bayes approach to statistical decision problem Robbins,H.