关于Johns的经验Bayes估计的几点注记

Some Notes on Johns' Empirical Bayes Estimation

中文摘要:

      

英文摘要:

      Some problems related to the empirical Bayers estimate proposed by Johns[1] (δ_n), and its modification (δ_n′) by Maritz[3], are considered in this artical. The main result concerns the comparison of the remainders R(G,δ_n) - R(G) and R(G,δ_n′)-R (G), where R(G,δ_n) and R(G,δ_n′) denote the "over-all" Bayes risk(under quadratic loss) of δ_n and δ_n′ respectively, and R(G) denotes the Bayes risk of Bayes estimate, and G is the prior distribution.