EMPIRICAL BAYES APPROACH TO BAYES SEQUENTIAL ESTIMATION - THE POISSON AND BERNOULLI CASES

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/27843

Title:	EMPIRICAL BAYES APPROACH TO BAYES SEQUENTIAL ESTIMATION - THE POISSON AND BERNOULLI CASES
Authors:	HWANG,LC
Contributors:	統計研究所
Date:	1992
Issue Date:	2010-06-29 19:34:43 (UTC+8)
Publisher:	中央大學
Abstract:	The problem considered is the Bayes sequential estimation of the mean with quadratic loss and fixed cost per observation. Assume the prior distribution is not completely known. Some empirical Bayes procedures are proposed in the Poisson and Bernoulli cases, and they are shown to be asymptotically non-deficient in the sense of Woodroofe (1981).
Relation:	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

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