Minimax linear empirical bayes estimation of the binomial parameter |
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Authors: | Samuel Gutmann |
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Affiliation: | Department of Mathematics , Northeastern University , Boston, MA, 02115 |
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Abstract: | The minimax linear Empirical Bayes estimators for a binomial parameter are obtained, assuming some information about the moments of the prior. The form of these estimates is used to propose a criterion which may be helpful in determining whether Empirical Bayes estimation is Indicated for a given problem. |
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Keywords: | Empirical Bayes estimation squared error loss |
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