An Empirical Bayes Procedure for Finding an Interval Estimate.
Abstract
A numerical procedure is outlined for obtaining an interval estimate of a parameter in an empirical Bayes estimation problem. In the particular problem considered, each observed value X has a binomial probability distribution depending on the binomial parameter Z, where Z has an unknown distribution. For each x, the parameter estimated is epsilon(Z/X = x), the posterior mean. Illustrative numerical results are presented. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1973
- Accession Number
- AD0760359
Entities
People
- Frederic M. Lord
- Noel Cressie
Organizations
- Princeton University