An improved Bayes empirical Bayes estimator
نویسندگان
چکیده
منابع مشابه
An Improved Bayes Empirical Bayes Estimator
Consider an experiment yielding an observable random quantity X whose distribution Fθ depends on a parameter θ with θ being distributed according to some distribution G0. We study the Bayesian estimation problem of θ under squared error loss function based on X, as well as some additional data available from other similar experiments according to an empirical Bayes structure. In a recent paper,...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2003
ISSN: 0161-1712,1687-0425
DOI: 10.1155/s0161171203110046