Note on Bayes Empirical Bayes Estimation by Means of Dirichlet Processes

摘要

Bayes estimators are derived by means of the Dirichlet process hyperprior approach for general empirical Bayes problems. For any sample size, these estimators are expressed concisely as ratios of two multidimensional integrals. A numerical example on Poisson sampling is given. Keywords: Bayesian nonparametric density method; compound Poisson distribution. (Author)