7.12 Consider a hierarchical Bayes estimator for the Poisson model (7.7.15) with loss (7.7.16). Using the distribution
Question:
7.12 Consider a hierarchical Bayes estimator for the Poisson model (7.7.15) with loss
(7.7.16). Using the distribution (5.6.27) for the hyperparameter
b, show that the Bayes estimator is
px¯ + α − k px¯ + pa + α + β − k
(a + xi − k).
[Hint: Show that the Bayes estimator is E(λ1−k |x)/E(λ−k |x) and that E(λr
|x) =
H(px¯ + pa + α + β)H(px¯ + α + r)
H(px¯ + α)H(px¯ + pa + α + β + r)
H(a + xi + r)
H(a + xi) .
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Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
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