An Introduction to Empirical Bayes Data Analysis

Abstract

Empirical Bayes methods have been shown to be powerful data-analysis tools in recent years. The empirical Bayes model is much richer than either the classical or the ordinary Bayes model and often provides superior estimates of parameters. An introduction to some empirical Bayes methods is given, and these methods are illustrated with two examples.

Key Words:

• Stein estimation
• Normal distribution
• Binomial distribution