An improved Bayes empirical Bayes estimator
Consider an experiment yielding an observable random quantity X whose distribution Fθ depends on a parameter θ with θ being distributed according to some distribution G0. We study the Bayesian estimation problem of θ under squared error loss function based on X, as well as some additional data avail...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2003-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171203110046 |