Accession Number:

ADA112920

Title:

An Empirical Bayes Estimate of Multinomial Probabilities.

Descriptive Note:

Technical rept.,

Corporate Author:

CLEMSON UNIV SC DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1982-02-01

Pagination or Media Count:

14.0

Abstract:

This paper deals with the problem of estimating simultaneously the parameters cell probabilities of m or 2 independent multinomial distributions, with respect to a quadratic loss function. An empirical Bayes estimator is given which is shown to have smaller risk than the maximum likelihood estimator for sufficiently large value of m, at all points of the parameter space outside its boundary. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE