Bayes empirical Bayes estimation of a poisson mean

In the empirical Bayes (EB) decision problem consisting of squared error estimation of a Poisson mean, a prior distribution λ 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...

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Bibliographic Details
Published inStatistics & probability letters Vol. 3; no. 6; pp. 309 - 313
Main Author LI, Tze Fen
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 01.01.1985
Elsevier
SeriesStatistics & Probability Letters
Subjects
admissible
admissible asymptotic optimality empirical Bayes
asymptotic optimality
Decision theory
empirical Bayes
Exact sciences and technology
Mathematics
Probability and statistics
Sciences and techniques of general use
Statistics
admissible
empirical Bayes
asymptotic optimality
Bayes estimation
Bayes decision
Mean estimation
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Summary:In the empirical Bayes (EB) decision problem consisting of squared error estimation of a Poisson mean, a prior distribution λ 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.
ISSN:0167-7152
1879-2103
DOI:10.1016/0167-7152(85)90062-8