Premium
Monotonizing empirical Bayes estimators for a class of of discrete distributions with monotone likelihood ratio
Author(s) -
HOUWELINGEN J. C.
Publication year - 1977
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1977.tb00756.x
Subject(s) - estimator , monotone polygon , mathematics , bayes' theorem , class (philosophy) , statistics , bayes estimator , bayesian probability , computer science , artificial intelligence , geometry
Summary A procedure is given for the construction of a monotone estimator that dominates a given estimator for a class of discrete distributions with monotone likelihood ratio. This procedure is applied to some empirical Bayes estimators. Monte Carlo results are given that demonstrate the usefulness of monotonizing.