Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems (Q1116232)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems |
scientific article |
Statements
Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems (English)
0 references
1988
0 references
A sample from the distribution \(N_ p(\mu_ 1,\sigma^ 2V_ 1)\), and a sample from \(N_ p(\mu_ 2,\sigma^ 2V_ 2)\) are given, and the problem is to estimate \(\mu_ 1\) using also the second sample if \(\mu_ 2\) is supposed to be close to \(\mu_ 1\). In the formal statement of the problem it is assumed that prior distributions of \(\mu_ 1\) and \(\mu_ 2\) are normal with a common mean, and Bayesian estimators, along with their modifications, are examined in detail.
0 references
empirical Bayes estimator
0 references
hierarchical Bayes estimator
0 references
preliminary test estimator
0 references
Bayes risk
0 references
frequentist risk
0 references
A sample from the distribution \(N_ p(\mu _ 1,\sigma ^ 2V_ 1)\), and a sample from \(N_ p(\mu _ 2,\sigma ^ 2V_ 2)\) are given, and the problem is to estimate \(\mu _ 1\) using also the second sample if \(\mu _ 2\) is supposed to be close to \(\mu _ 1\). In the formal statement of the problem it is assumed that prior distributions of \(\mu _ 1\) and \(\mu _ 2\) are normal with a common mean, and Bayesian estimators
0 references
