Results 61 to 70 of about 9,128 (169)

Asymptotic Behavior of Bayes' Estimates

open access: yesThe Annals of Mathematical Statistics, 1964
This paper extends some of the results obtained by Freedman [2]. In Section 1 a class of prior distributions on the space of all substochastic distributions on the positive integers is given, such that along almost all sample sequences the corresponding posterior distributions of the expectations of all bounded functions on the positive integers are ...
openaire   +2 more sources

Empirical Bayes Estimation in Multiple Linear Regression with Multivariate Skew-Normal Distribution as Prior

open access: yesJournal of Mathematical Extension, 2011
We develop a new empirical Bayes analysis in multiple regression models. In the present work we consider multivariate skewnormal as prior for coefficients of the model in a skew-normal population and give empirical Bayes estimation for parameters of ...
M. Khounsiavash   +2 more
doaj  

The Empirical Bayes Estimators of the Variance Parameter of the Normal Distribution with a Normal-Inverse-Gamma Prior Under Stein’s Loss Function

open access: yesAxioms
For the hierarchical normal and normal-inverse-gamma model, we derive the Bayesian estimator of the variance parameter in the normal distribution under Stein’s loss function—a penalty function that treats gross overestimation and underestimation equally ...
Ying-Ying Zhang
doaj   +1 more source

Invariant Empirical Bayes Confidence Interval for Mean Vector of Normal Distribution and its Generalization for Exponential Family

open access: yesپژوهش‌های ریاضی, 2017
Based on a given Bayesian model of multivariate normal with  known variance matrix we will find an empirical Bayes confidence interval for the mean vector components which have normal distribution. We will find this empirical Bayes confidence interval as
mehdi shams
doaj  

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