Empirical Bayes on a shoestring and other applications

Abstract

In the article, we exploit the Pearson system of distributions to obtain expressions for the posterior mean and posterior variance in Tweedie’s formula. This has interesting consequences in the study of micro-array data where the interest is uncovering unusual genes. Another application deals with the development of new non-parametric tests for the two sample problems of location and of scale. These tests are based on an approximation of the locally optimal score test statistics.

Keywords:

• Pearson system
• Tweedie formula
• micro arrays
• Bayes
• optimal tests of location and scale

Additional information

Funding

This article was funded by Natural Sciences and Engineering Research Council of Canada (grant OGP0009068).