Empiric Bayes estimation of hypergeometric probability (Q1114257)
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English | Empiric Bayes estimation of hypergeometric probability |
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Empiric Bayes estimation of hypergeometric probability (English)
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1988
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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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estimation of prior probability
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Tchebychef polynomials
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Krawtchouk polynomials
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Bayes-empirical estimator
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hypergeometric distribution
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orthogonal polynomials
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mean square consistent
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