Empiric bayes estimation of binomial probability |
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| Authors: | G.G. Walter G.G. Hamedani |
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| Affiliation: | 1. Department of Mathematical Sciences , University of Wisconsin-Milwaukee , Milwankee, WI, 53201;2. Department of Mathematics Statistics and Computer Science , Marquette University , Milwaukee, WI, 53233 |
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| Abstract: | ![]()
An empirical Bayes estimator of a binomial parameter, based on orthogonal polynomials on (0,1), is introduced. The resulting estimator of the prior density is asymptotically optimal. The method allows one to combine Bayes and empiric Bayes methods with smoothing in a natural way. |
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| Keywords: | Compound binomial Legendre polynomials Jacobi polynomials estimation of the prior deusity |
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