Solutions to Empirical Bayes Squared Error Loss Estimation Problems
经验贝叶斯平方误差损失估计问题的解法
Asymptotically optimal empirical Bayes squared error loss estimation procedures are developed for three families of continuous distributions, uniform $(0, \theta), \theta > 0,$ uniform $\lbrack \theta, \theta + 1), \theta$ arbitrary, and a location parameter family of gamma distributions. The approach taken is to estimate the Bayes estimator directly. However, for the $\lbrack \theta, \theta + 1)$ case, it is shown that the indirect approach of applying the Bayes estimator,…