Bayes Estimators of Heterogeneity Variance and T-Systems
Andrew L. Rukhin
The considered problem concerns simultaneous inference for curve-confined natural parameters of independent, heterogeneous gamma-random variables with known shape parameters. The meta-analysis motivated loss function is suggested and some properties of the minimax value for the corresponding risk are obtained. The form of Bayes estimators and quadrature formulas for their numerical evaluation are provided, along with Monte Carlo simulations.
Bayes Estimators of Heterogeneity Variance and T-Systems, Journal Of Statistical Planning And Inference, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=914715
(Accessed May 30, 2023)