Empirical bayes estimation of the binomial parameter n |
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| Authors: | G.G. Hamedani G.G. Walter |
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| Affiliation: | 1. Department of Mathematics, Statistics and Computer Science , Marquette University , Milwaukee, WI, 53233;2. Department of Mathematical Sciences , University of Wisconsin-Milwaukee , Milwaukee, WI, 53201 |
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| Abstract: | Estimation of the prior distribution of the binomial parameter nbased on a system of orthogonal polynomials, the Poisson-Charlier polynomials, is studied. It is shown that the resulting estimator is mean squared consistent with rate O(N ε-1), where Nis the sample size and ε> 0 is arbitrarily small. |
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| Keywords: | Binomial distribution n-estimate Poisson-Charlier polynomials |
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