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315005

Limiting the Risk of the Bayes Estimator for the Binomial Distribution

Article

Last updated: 05 Jan 2025

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Abstract

This article considers the Bayesian problem of estimating the probability of success θ of a binominal distribution when θ itself has a beta prior. The usual Bayes estimator for this situation has high risk if θ is far from the mode of the prior distribution. We suggest a rule which does not have this bad property and still perform well against the beta prior. This rule is a compromise between the Bayes rule and the MLE.

DOI

10.21608/esju.1991.315005

Keywords

Bayes Estimator, Beta Prior, Binomial Distribution, Maximum likelihood estimation, Risk reduction

Authors

First Name

Reda

Last Name

Mazloum

MiddleName

Ibrahim

Affiliation

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Orcid

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Volume

35

Article Issue

2

Related Issue

43185

Issue Date

1991-12-01

Receive Date

2023-08-28

Publish Date

1991-12-01

Page Start

191

Page End

199

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315005.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315005

Order

1

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Limiting the Risk of the Bayes Estimator for the Binomial Distribution

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Type

Article

Created At

28 Dec 2024