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An empirical Bayes estimation problem

Let x be a random variable such that, given θ, x is Poisson with mean θ, while θ has an unknown prior distribution G. In many statistical problems one wants to estimate as accurately as possible the parameter E(θǀx = a) for some given a = 0,1,.... If one assumes that G is a Gamma prior with unknown...

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Bibliographic Details
Main Author: Robbins, Herbert
Format: Artigo
Language:Inglês
Published: 1980
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC350425/
https://ncbi.nlm.nih.gov/pubmed/16592933
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