Abstract
A Bayes-empiric Bayes estimator of a parameter of the hypergeometric distribution, based on orthogonal polynomials on non-negative integers, is introduced. It is shown that this estimator is asymptotically optimal; and the resulting estimator of the prior probability function is mean square consistent.
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Walter, G.G., Hamedani, G.G. Empiric bayes estimation of hypergeometric probability. Metrika 35, 127–143 (1988). https://doi.org/10.1007/BF02613295
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DOI: https://doi.org/10.1007/BF02613295