Mazloum, R. (1991). Limiting the Risk of the Bayes Estimator for the Binomial Distribution. The Egyptian Statistical Journal, 35(2), 191-199. doi: 10.21608/esju.1991.315005
Reda Ibrahim Mazloum. "Limiting the Risk of the Bayes Estimator for the Binomial Distribution". The Egyptian Statistical Journal, 35, 2, 1991, 191-199. doi: 10.21608/esju.1991.315005
Mazloum, R. (1991). 'Limiting the Risk of the Bayes Estimator for the Binomial Distribution', The Egyptian Statistical Journal, 35(2), pp. 191-199. doi: 10.21608/esju.1991.315005
Mazloum, R. Limiting the Risk of the Bayes Estimator for the Binomial Distribution. The Egyptian Statistical Journal, 1991; 35(2): 191-199. doi: 10.21608/esju.1991.315005
Limiting the Risk of the Bayes Estimator for the Binomial Distribution
This article considers the Bayesian problem of estimating the probability of success θ of a binominal distribution when θ itself has a beta prior. The usual Bayes estimator for this situation has high risk if θ is far from the mode of the prior distribution. We suggest a rule which does not have this bad property and still perform well against the beta prior. This rule is a compromise between the Bayes rule and the MLE.
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