Response to “Problems with Empirical Bayes”
✍ Scribed by Harry F. Martz
- Book ID
- 109156362
- Publisher
- Springer
- Year
- 1986
- Tongue
- English
- Weight
- 177 KB
- Volume
- 6
- Category
- Article
- ISSN
- 1573-9147
No coin nor oath required. For personal study only.
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This paper is inspired by recent work of G.A. Barnard, who treats the Behrens-Fisher problem from a Bayesian point of view, and provides calculator programs to implement the solutions (including the classical fiducial solution). We review Barnard's work, and generalize his family of priors in a mann
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