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Linear Empirical Bayes Estimation of Means and Variances

✍ Scribed by Herbert Robbins


Book ID
123631810
Publisher
National Academy of Sciences
Year
1985
Tongue
English
Weight
344 KB
Volume
82
Category
Article
ISSN
0027-8424

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Optimal linear Bayes and empirical Bayes
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In this article we investigate the estimation problem of the population mean of a ΓΏnite population. Both point and interval estimators are of interest from Bayes and empirical Bayes point of views. Empirical Bayes analysis is concerned with the 'current' population mean, say m,