Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/105414
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dc.titleThe efficiency of the method of moments estimates for hyperparameters in the empirical Bayes binomial model
dc.contributor.authorLu, W.-S.
dc.date.accessioned2014-10-28T05:15:48Z
dc.date.available2014-10-28T05:15:48Z
dc.date.issued1999
dc.identifier.citationLu, W.-S. (1999). The efficiency of the method of moments estimates for hyperparameters in the empirical Bayes binomial model. Computational Statistics 14 (2) : 263-276. ScholarBank@NUS Repository.
dc.identifier.issn09434062
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105414
dc.description.abstractIn the empirical Bayes binomial model of Morris (1983), the Bayes estimate of the binomial proportion parameter has a shrinkage pattern with prior mean p and shrinkage factor b as the hyperparameters. Formulating an empirical Bayes estimate, Morris employs the method of moments to estimate these two hyperparameters. This paper investigates the efficiency/asymptotic efficiency of these estimates relative to the Cramér-Rao lower bound for the variance of unbiased estimates. The efficiency of the estimate of p and the asymptotic efficiency of the estimate of b are mathematically formulated. The estimate of p is at least 95% efficient in all cases, and it becomes perfectly efficient as the parameter b approaches 0 or 1. The estimate of b has a very high asymptotic efficiency in most cases, for example at least 83% when the binomial sample size m ≤ 10; at least 90% when m ≤ 5, and it becomes perfectly asymptotically efficient as the parameter b approaches 1.
dc.sourceScopus
dc.subjectCramér-Rao lower bound
dc.subjectEfficiency and asymptotic efficiency
dc.subjectEmpirical Bayes binomial model
dc.subjectFisher information
dc.subjectMethod of moments
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.sourcetitleComputational Statistics
dc.description.volume14
dc.description.issue2
dc.description.page263-276
dc.identifier.isiutNOT_IN_WOS
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