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An Empirical Bayes Smoothing Technique
Glen H. Lemon and Richard G. Krutchkoff
Vol. 56, No. 2 (Aug., 1969), pp. 361-365
Stable URL: http://www.jstor.org/stable/2334428
Page Count: 5
You can always find the topics here!Topics: Estimators, Bayes estimators, Error rates, Sample properties, Empiricism, Estimation methods, Probability mass distributions, Statistical estimation, Monte Carlo methods
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Empirical Bayes procedures generally require the estimation of marginal probabilities. Maritz (1966) showed that the usual estimator for a discrete probability afforded the empirical Bayes technique poor small sample properties. He suggested smoothing the estimators of discrete probabilities. Here we present a general procedure for smoothing probabilities and apply it to the Poisson situation.
Biometrika © 1969 Biometrika Trust