Accession Number : AD0760359

Title :   An Empirical Bayes Procedure for Finding an Interval Estimate.

Descriptive Note : Technical rept.,

Corporate Author : PRINCETON UNIV N J DEPT OF STATISTICS

Personal Author(s) : Lord,Frederic M. ; Cressie,Noel

Report Date : FEB 1973

Pagination or Media Count : 18

Abstract : A numerical procedure is outlined for obtaining an interval estimate of a parameter in an empirical Bayes estimation problem. In the particular problem considered, each observed value X has a binomial probability distribution depending on the binomial parameter Z, where Z has an unknown distribution. For each x, the parameter estimated is epsilon(Z/X = x), the posterior mean. Illustrative numerical results are presented. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, MATHEMATICAL PREDICTION), SAMPLING, DISTRIBUTION FUNCTIONS, THEOREMS, STOCHASTIC PROCESSES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE