Characterization of the Bayes estimator and the MDL estimator for exponential families
نویسندگان
چکیده
منابع مشابه
Characterization of the Bayes estimator and the MDL estimator for exponential families
We analyze the relationship between a Minimum Description Length (MDL) estimator (posterior mode) and a Bayes estimator for exponential families. We show the following results concerning these estimators: a) Both the Bayes estimator with Jeffreys prior and the MDL estimator with the uniform prior with respect to the expectation parameter are nearly equivalent to a bias-corrected maximum-likelih...
متن کاملEmpirical Bayes and the James–Stein Estimator
Charles Stein shocked the statistical world in 1955 with his proof that maximum likelihood estimation methods for Gaussian models, in common use for more than a century, were inadmissible beyond simple oneor twodimensional situations. These methods are still in use, for good reasons, but Stein-type estimators have pointed the way toward a radically different empirical Bayes approach to high-dim...
متن کاملThe Empirical Bayes Estimator and Mixed Distributions
The empirical Bayes estimator of the probability of a successful event is deduced from mixed distributions. Specially, binomial and Poisson mixed distributions are analyzed. Some mixing distributions, well known in Reliability, Queuing Theory and other areas of Engineering, are considered. As it will be shown, a family of estimators with interesting characteristics is obtained for different mix...
متن کاملA New Exponential Type Estimator for the Population Mean in Simple Random Sampling
In this paper, a new estimate of exponential type of auxiliary information to help simple random sampling without replacement of the finite population mean is introduced. This new estimator with a few other estimates using two real data sets are compared with the mean square error.
متن کاملAn Improved Bayes Empirical Bayes Estimator
Consider an experiment yielding an observable random quantity X whose distribution 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 error loss function based on X, as well as some additional data available from other similar experiments according to an empirical Bayes structure. In a recent paper,...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1997
ISSN: 0018-9448
DOI: 10.1109/18.605579