Tag: Empirical Bayes
This note is based on Sec. 4.6 of Lehmann, E. L., & Casella, G. (1998). Theory of point estimation (2nd ed). Springer.
Tweedie's Formula and Selection Bias
Prof. Inchi HU will give a talk on Large Scale Inference for Chi-squared Data tomorrow, which proposes the Tweedie’s formula in the Bayesian hierarchical model for chi-squared data, and he mentioned a thought-provoking paper, Efron, B. (2011). Tweedie’s Formula and Selection Bias. Journal of the American Statistical Association, 106(496), 1602–1614., which is the focus of this note.
- Stein's Paradox