A Note on Bayes Empirical Bayes Estimation by Means of Dirichlet Processes.
Research rept. Jul 84-Sep 85,
STATE UNIV OF NEW YORK AT STONY BROOK DEPT OF APPLIED MATHEMATICS AND STATISTICS
Pagination or Media Count:
Bayes estimators are derived by means of the Dirichlet process hyperprior approach for general empirical Bayes problems. For any sample size, these estimators are expressed concisely as ratios of two multidimensional integrals. A numerical example on Poisson sampling is given. Keywords Bayesian nonparametric density method compound Poisson distribution. Author
- Statistics and Probability