Empiric Bayes estimation of hypergeometric probability
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A Bayes-empirical estimator of a parameter of the hypergeometric distribution, based on orthogonal polynomials on non-negative integers, is introduced. It is shown that this estimator is asymptotically optimal; and the resulting estimator of the prior probability function is mean square consistent.
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Cites work
- A continuous empirical Bayes smoothing technique
- Bayes Empirical Bayes
- Binomial-Weighted Orthogonal Polynomials
- Empiric bayes estimation of binomial probability
- Empirical Bayes estimation of the binomial parameter
- Empirical Bayes methods and the repeated use of a standard
- The Empirical Bayes Approach to Testing Statistical Hypotheses
Cited in
(6)- Empirical Bayes estimation in sampling inspection
- Bayes and empirical bayes estimation of the probability that z > x + y
- Empiric bayes estimation of binomial probability
- On the choice of the prior distribution in hypergeometric sampling
- Higher-order properties of Bayesian empirical likelihood
- Empirical bayes estimation of the binomial parameter n
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