Accession Number : AD0689228

Title :   FORMAL BAYES ESTIMATION WITH APPLICATION TO A RANDOM EFFECTS ANALYSIS OF VARIANCE MODEL.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Portnoy,Stephen

Report Date : 20 FEB 1969

Pagination or Media Count : 64

Abstract : Techniques of formal Bayes estimation are discussed and applied to the estimation of the components of variance in the one way layout random effects ANOVA model. Invariant formal Bayes estimators are presented and proved to be admissible in certain classes of invariant rules and also minimax. To do this a general sufficient condition for admissible in certain multiparameter problems is given and applied to the ANOVA problem. Numerical calculations of mean squared errors of various estimators are also presented, and these results help justify the recommendation of the formal Bayes estimators. (Author)

Descriptors :   (*ANALYSIS OF VARIANCE, DECISION THEORY), MEASURE THEORY, MINIMAX TECHNIQUE, INVARIANCE, THEOREMS, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE