Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems (Q1116232)
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scientific article; zbMATH DE number 4088745
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| English | Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems |
scientific article; zbMATH DE number 4088745 |
Statements
Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems (English)
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1988
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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.
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empirical Bayes estimator
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hierarchical Bayes estimator
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preliminary test estimator
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Bayes risk
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frequentist risk
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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
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0.8726800084114075
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0.8003816604614258
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0.7977385520935059
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