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Empirical Bayes Estimation of a Binomial Parameter Via Mixtures of Dirichlet Processes

Empirical Bayes Estimation of a Binomial Parameter Via Mixtures of Dirichlet Processes

The theory of Dirichlet processes is applied to the empirical Bayes estimation problem in the binomial case. The approach is Bayesian rather than being empirical Bayesian. When the prior is a Dirichlet process the posterior is a mixture of Dirichlet processes. Explicit estimators are given for the case of 2 …