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Bayes and empirical Bayes: do they merge?

โœ Scribed by Petrone, S.; Rousseau, J.; Scricciolo, C.


Book ID
121854814
Publisher
Oxford University Press
Year
2014
Tongue
English
Weight
215 KB
Volume
101
Category
Article
ISSN
0006-3444

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Bayes and empirical Bayes estimation wit
โœ Shunpu Zhang; Rohana J. Karunamuni ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 544 KB

Suppose that the random variable X is distributed according to exponential families of distributions, conditional on the parameter 0. Assume that the parameter 0 has a (prior) distribution G. Because of the measurement error, we can only observe Y = X+e, where the measurement error e is independent