7.15 The empirical Bayes estimator (7.7.27) can also be derived as a hierarchical Bayes estimator. Consider the

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7.15 The empirical Bayes estimator (7.7.27) can also be derived as a hierarchical Bayes estimator. Consider the hierarchical model Xij |ξi ∼ N(ξi, σ2

), j = 1, . . . , n, i = 1,... , s,

ξi|µ ∼ N(µ, τ 2

), i = 1,... , s,

µ ∼ Uniform(−∞,∞)

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