Bayes empirical Bayes estimation for discrete exponential families |
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| Authors: | G G Walter G G Hamedani |
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| Institution: | (1) Department of Mathematical Sciences, University of Wisconsin-Milwaukee, 53201 Milwaukee, WI, U.S.A.;(2) Department of Mathematics, Statistics and Computer Science, Marquette University, 53233 Milwaukee, WI, U.S.A. |
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| Abstract: | Bayes-empiric Bayes estimation of the parameter of certain one parameter discrete exponential families based on orthogonal polynomials on an interval (a, b) is introduced. The resulting estimator is shown to be asymptotically optimal. The application of this method to three special distributions, the binomial, Poisson and negative binomial, is discussed.The first author was supported by NSF grant DCR-8504620. |
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| Keywords: | One parameter exponential families Jacobi polynomials Laguerre polynomials estimation of the prior density |
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