Empirical Bayes interval estimation

Authors
Lwin, T. Maritz, J. S.
Citation
T. Lwin, et S. Maritz, J., Empirical Bayes interval estimation, Scandinavian actuarial journal , 1976(4), 1976, pp. 185-196
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1976
Issue
4
Year of publication
1976
Pages
185 - 196
Database
ACNP
SICI code
Abstract
An empirical Bayes approach to interval estimation of an unknown parameter λ of a univariate data distribution is formulated, with special reference to some specific parametric forms of the data distributions and prior distributions. The connection with the notion of tolerance limits is traced.