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Restricted Bayes Estimates for Binomial Parameters

In: Probability and Bayesian Statistics

Author

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  • James D. Broffitt

    (University of Iowa)

Abstract

Let θ = (θ1,...,θk) be the parameters for k independent binomial random variables. We wish to estimate θ under the restriction θ ∊ R where R is a k-dimensional subset of the full parameter space {θ; 0 ≤ θi ≤ 1, i = 1,...,k}. Bayes estimators (means of posteriors) are developed for θ which correspond to prior distributions that assign probability one to the set R. Since the support of the resulting posterior is R, the posterior mean will be in R if R is a convex set. A bioassay example is given where the parameters are assumed to be increasing, or increasing and S-shaped.

Suggested Citation

  • James D. Broffitt, 1987. "Restricted Bayes Estimates for Binomial Parameters," Springer Books, in: R. Viertl (ed.), Probability and Bayesian Statistics, pages 61-72, Springer.
  • Handle: RePEc:spr:sprchp:978-1-4613-1885-9_7
    DOI: 10.1007/978-1-4613-1885-9_7
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