The Annals of Statistics, Vol. 5, No. 1 (Jan., 1977), pp. 172-181 (10 pages) In the empirical Bayes approach to multiple decision problems, we obtain theorems and lemmas which can be used to obtain ...

Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 45, No. 1 (1996), pp. 3-19 (17 pages) Consider an experiment designed to compare $G ...

The expected risk, however, cannot be calculated without knowledge of the true . In contrast to the Bayesian approach of modeling the Frequentist approach approximates the expected risk by the ...

The aggregate loss, S, is the sum of the individual claim sizes, ie, S=∑i=1KXi for K>0, and S=0 for K=0. The distributions of K and Xi are termed the primary distribution and the secondary ...