An Empirical Bayes Procedure for Finding an Interval Estimate

Author(s):

Lord, Frederic M.; Cressie, Noel

Publication Year:

1971

Report Number:

RB-71-46

Source:

ETS Research Bulletin

Document Type:

Report

Page Count:

26

Subject/Key Words:

Office of Naval Research, University of Western Australia, Bayesian Statistics, Mathematical Applications, Sampling, Statistics

Abstract

A numerical procedure is outlined for obtaining an interval estimate of a parameter in an empirical Bayes estimation problem. The case where each observed value x has a binomial distribution, conditional on a parameter zeta, is the only case considered. For each x, the parameter estimated is the expected value of zeta given x. The main purpose is to throw some light on the effectiveness of empirical Bayes estimation in samples of various sizes. Illustrative numerical results are presented. (Author) (26pp.)

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• http://dx.doi.org/10.1002/j.2333-8504.1971.tb00619.x