An Empirical Bayes Estimate of Multinomial Probabilities.

Abstract

This paper deals with the problem of estimating simultaneously the parameters (cell probabilities) of m = or > 2 independent multinomial distributions, with respect to a quadratic loss function. An empirical Bayes estimator is given which is shown to have smaller risk than the maximum likelihood estimator for sufficiently large value of m, at all points of the parameter space outside its boundary. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1982
Accession Number
ADA112920

Entities

People

  • Amitava Mitra
  • Khursheed Alam

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Contracts
  • Estimators
  • Inequalities
  • Mathematics
  • Military Research
  • Monte Carlo Method
  • Observation
  • Probability
  • Statistical Algorithms
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • Space