Accession Number:

AD0760359

Title:

An Empirical Bayes Procedure for Finding an Interval Estimate.

Descriptive Note:

Technical rept.,

Corporate Author:

PRINCETON UNIV N J DEPT OF STATISTICS

Personal Author(s):

• Lord,Frederic M.
• Cressie,Noel

Report Date:

1973-02-01

Pagination or Media Count:

18.0

Abstract:

A numerical procedure is outlined for obtaining an interval estimate of a parameter in an empirical Bayes estimation problem. In the particular problem considered, each observed value X has a binomial probability distribution depending on the binomial parameter Z, where Z has an unknown distribution. For each x, the parameter estimated is epsilonZX x, the posterior mean. Illustrative numerical results are presented. Author

Descriptors:

• (*STATISTICAL ANALYSIS
• MATHEMATICAL PREDICTION)
• SAMPLING
• DISTRIBUTION FUNCTIONS
• THEOREMS
• STOCHASTIC PROCESSES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE