
doi: 10.1007/bf00057736
Let \(X\) be a binomial random variable with parameters n and \(\theta\), where \(\theta\) is an unknown binomial probability, and consider the Bayes estimation of \(\theta\) relative to a prior distribution \(\mu\). The authors obtain explicit formulae for the moments of the prior distribution through the values of the Bayes estimator, and use these to derive a new admissibility criterion.
explicit formulae for the moments of the prior distribution, Bayes estimation, Bayesian inference, binomial probability, new admissibility criterion, Admissibility in statistical decision theory, inverse Bayes rule map
explicit formulae for the moments of the prior distribution, Bayes estimation, Bayesian inference, binomial probability, new admissibility criterion, Admissibility in statistical decision theory, inverse Bayes rule map
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