Dear Nicole, First of all, my sincere gratitude goes to your kind reply. As I told to Mr. Gunter, this is a part of my research and differs from homework. However, I am going to clarify the problem. Suppose we have received an observation from a Poisson distr. i.e. Y_1~Pois(Lam_1), where Lam_1~Gamma(alpha_1, beta_1). Now, what's the empirical Bayes (EB) estimation for alpha_1 and beta_1? Let Y_2~Pois(Lam_2) and Lam_2~Gamma(alpha_2, beta_2). Again how can we calculate EB for alpha_2 and beta_2?
In fact, I read the relevant paper by Robbins at http://www.ncbi.nlm.nih.gov/pmc/articles/PMC350425/ but it gave 0 for Y_1. And for the Var(Y) < E(Y), it generates negative value for positive value of alpha/beta!! Any idea? Kind regards, -----Original Message----- From: Nicole Ford [mailto:nicole.f...@me.com] Sent: Sunday, March 03, 2013 4:09 AM To: Bert Gunter Cc: Boroumideh-Ali Akbar; r-help@r-project.org Subject: Re: [R] Empirical Bayes Estimator for Poisson-Gamma Parameters also, kruschke at indiana has some info on this, both online and youtube. (if homework.) if not, more infor will be helpful. ~n On Feb 25, 2013, at 9:41 AM, Bert Gunter wrote: > Homework? We don't do homework here. > > If not, search (e.g. via google -- "R hierarchical Bayes" -- or some such). > > -- Bert > > On Mon, Feb 25, 2013 at 1:39 AM, Ali A. Bromideh <a.bromi...@ikco.com> wrote: >> Dear Sir/Madam, >> >> >> >> I apologize for any cross-posting. I got a simple question, which I thought >> the R list may help me to find an answer. Suppose we have Y_1, Y_2, ., Y_n ~ >> Poisson (Lambda_i) and Lambda_i ~Gamma(alpha_i, beta_i). Empirical Bayes >> Estimator for hyper-parameters of the gamma distr, i.e. (alpha_t, beta_t) >> are needed. >> >> >> >> y=c(12,5,17,14) >> >> n=4 >> >> >> >> What about a Hierarchal B ayes estimators? >> >> >> >> >> >> Any relevant work and codes in R (or S+) is highly appreciated. >> >> >> >> Kind regards, >> >> Ali >> >> >> >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > > > -- > > Bert Gunter > Genentech Nonclinical Biostatistics > > Internal Contact Info: > Phone: 467-7374 > Website: > http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biost atistics/pdb-ncb-home.htm > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
