A Note on Bayes Empirical Bayes Estimation by Means of Dirichlet Processes.

Abstract

Bayes estimators are derived by means of the Dirichlet process hyperprior approach for general empirical Bayes problems. For any sample size, these estimators are expressed concisely as ratios of two multidimensional integrals. A numerical example on Poisson sampling is given. Keywords: Bayesian nonparametric density method; compound Poisson distribution. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 23, 1985
Accession Number
ADA170039

Entities

People

  • Lynn Kuo

Organizations

  • Stony Brook University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Estimators
  • Information Science
  • Integrals
  • Mathematics
  • Monte Carlo Method
  • New York
  • Observation
  • Probability
  • Probability Density Functions
  • Random Variables
  • Sampling
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Decision Theory
  • Statistical Inference
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference