FORMAL BAYES ESTIMATION WITH APPLICATION TO A RANDOM EFFECTS ANALYSIS OF VARIANCE MODEL.

Abstract

Techniques of formal Bayes estimation are discussed and applied to the estimation of the components of variance in the one way layout random effects ANOVA model. Invariant formal Bayes estimators are presented and proved to be admissible in certain classes of invariant rules and also minimax. To do this a general sufficient condition for admissible in certain multiparameter problems is given and applied to the ANOVA problem. Numerical calculations of mean squared errors of various estimators are also presented, and these results help justify the recommendation of the formal Bayes estimators. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 20, 1969
Accession Number
AD0689228

Entities

People

  • Stephen Portnoy

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Analysis Of Variance
  • Computing-Related Activities
  • Data Science
  • Estimators
  • Information Science
  • Mathematics
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Regression Analysis.