The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method

DOI10.1080/03610926.2018.1465081OpenAlexW2913689862MaRDI QIDQ5078111

Manman Li, Tengzhong Rong, Ying-Ying Zhang

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1465081

zbMATH Keywords

moment methodmaximum likelihood estimation (MLE) methodempirical Bayes estimatorsnon standardized student-t distributionnormal distribution with normal-inverse-gamma prior

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (5)

Empirical E-Bayesian estimation for the parameter of Poisson distribution ⋮ Bayesian inference of ammunition consumption based on normal-inverse gamma distribution ⋮ The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function ⋮ The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function ⋮ The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Empirical Bayes decision rule for classification on defective items in Weibull distribution
• Some thoughts on empirical Bayes estimation
• Statistical decision theory and Bayesian analysis. 2nd ed
• Empirical Bayes estimates in exponential reliability model
• Improving population-specific allele frequency estimates by adapting supplemental data: an empirical Bayes approach
• The role of empirical Bayes methodology as a leading principle in modern medical statistics
• Tweedie’s Formula and Selection Bias
• Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation
• Bayes Empirical Bayes
• Empirical Bayes: Past, Present and Future
• Parametric Empirical Bayes Inference: Theory and Applications
• The Empirical Bayes Approach to Statistical Decision Problems
• Bayes and empirical Bayes methods for reduced rank regression models in matched case‐control studies
• Bayesian Analysis for the Social Sciences

This page was built for publication: The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method