Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

Empirical Bayes Pproblems with Dependent and Nonidentical Components

  • Inha Jung (Department of Mathematics, Ajou University, Suwon, 441-749, KOREA) ;
  • Jee-Chang Hong (Department of Mathematics, Ajou University, Suwon, 441-749, KOREA) ;
  • Kang Sup Lee (Department Computer Sciences and Statistics, Dankook University, Seoul, 140-714, KOREA)
  • Published : 1995.04.01
Download PDF
⟨ Previous Next ⟩

Abstract

Empirical Bayes approach is applied to estimation of the binomial parameter when there is a cost for observations. Both the sample size and the decision rule for estimating the parameter are determined stochastically by the data, making the result more useful in applications. Our empirical Bayes problems with non-iid components are compared to the usual empirical Bayes problems with iid components. The asymptotic optimal procedure with a computer simulation is given.

Keywords

References

  1. Annals of Statistics v.5 Improved rates in the empirical Bayes monotone multiple decision problem with MLR Family Gilliland,D.;Hannan,J.
  2. Martingale limit theory and its applications Hall,P.;Heyde,C.C.
  3. Annals of Mathematical Statistics v.43 Convergence rates for empirical Bayes two-action problems Ⅱ. Continuous case Johns,M.V.;Van Ryzin,J.
  4. Journal of the American Statistical Association v.78 Parametric Bayes inference: Theory and Applications Morris,C.
  5. Ph. D. Thesis, RM-306, Statistics and Probability, Michigan State Universtiy Empirical Bayes results in the case of non-identical components O'Bryan,T.
  6. Annals of Statistics v.4 Some empirical Bayes results in the case of component problem with varying sample sizes for discrete exponential families O'Bryan,T.
  7. Proceedings of 2nd Berkeley Symposium on Mathematical Statistics and Probability Asymptotically subminimax solutions of compound statistical decision problems Robbins,H.
  8. Proceedings of 3rd Berkeley Symposium on Mathematical Statistics and Probability v.1 The empirical Bayes approach to statistics Robbins,H.