Bayes empirical Bayes estimation of a Poisson mean (Q1071417): Difference between revisions
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Revision as of 21:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayes empirical Bayes estimation of a Poisson mean |
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Bayes empirical Bayes estimation of a Poisson mean (English)
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1985
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In the empirical Bayes (EB) decision problem consisting of squared error estimation of a Poisson mean, a prior distribution \(\Lambda\) is placed on the gamma family of prior distributions to produce Bayes EB estimators which are admissible. A subclass of such estimators is shown to be asymptotically optimal (a.o.). The results of a Monte Carlo study are presented to demonstrate the favorable a.o. property of the Bayes EB estimators in comparison with other competitors.
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Bayes empirical Bayes estimation
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squared error estimation
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Poisson mean
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gamma family of prior distributions
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asymptotically optimal
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Monte Carlo study
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