Open AccessAn algorithm for the assessment of several small rates
Author(s) -
Leonidas Sakalauskas,
Ingrida Vaičiulytė
Publication year - 2012
Publication title -
lietuvos matematikos rinkinys
Language(s) - English
Resource type - Journals
eISSN - 2335-898X
pISSN - 0132-2818
DOI - 10.15388/lmr.b.2012.47
Subject(s) - poisson distribution , hermite polynomials , bayesian probability , mathematics , maximum likelihood , gaussian , gauss , bayes estimator , empirical likelihood , algorithm , statistics , maximum likelihood sequence estimation , mathematical analysis , confidence interval , physics , quantum mechanics
The present paper describes the empirical Bayesian approach applied in the estimation of several small rates. Modeling by empirical Bayesian approach the probabilities of several rare events, it is assumed that the frequencies of events follow to Poisson’s law with different parameters, which are correlated Gaussian random values. The unknown parameters are estimated by the maximum likelihood method computing the integrals appeared here by Hermite–Gauss quadratures. The equations derived that are satisfied by maximum likelihood estimates of model parameters.