Empirical bayes estimates using the nonparametric maximum likelihood estimate for the priort†

†This work was facilitated in part by national science foundation grant MC77-27119.

Abstract

This paper presents a smooth empirical Bayes estimation technique based on nonparametric maximum likelihood estimation of the prior distribution Posterior means based on this estimate of the prior are shown to be easily calculated for a variety of sampling situations Examples involving normal and binomial sampling are given.

Notes

†This work was facilitated in part by national science foundation grant MC77-27119.