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an improved bayes empirical bayes estimator一种改进的贝叶斯经验贝叶斯估计量
IJMMS 2003:2, 97–107
PII. S0161171203110046
© Hindawi Publishing Corp.
AN IMPROVED BAYES EMPIRICAL BAYES ESTIMATOR
R. J. KARUNAMUNI and N. G. N. PRASAD
Received 27 September 2001
Consider an experiment yielding an observable random quantity X whose distri-
bution Fθ depends on a parameter θ with θ being distributed according to some
distribution G0 . We study the Bayesian estimation problem of θ under squared er-
ror loss function based on X , as well as some additional data available from
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