Empirical Bayes Methods Applied to Estimating Fire Alarm Probabilities
用于估计火警真实性概率的经验贝叶斯方法
An empirical Bayes approach is used to derive a Stein-type estimator of a multivariate normal mean when the components have unequal variances. This estimator is applied to estimating the probability that a fire alarm reported from a particular street box signals a structural fire rather than a false alarm or other emergency. The approach is to group alarm boxes into relatively homogeneous neighborhoods and to make empirical Bayes estimates of the “probability structural” for…