Bayesian estimation methods form a dynamic branch of statistical inference, utilising Bayes’ theorem to update probabilities in light of new evidence. This framework combines prior knowledge with ...

Mixtures of normals provide a flexible model for estimating densities in a Bayesian framework. There are some difficulties with this model, however. First, standard reference priors yield improper ...

A study is made of the simple empirical Bayes estimators proposed by Robbins (1956). These estimators are compared with `best' conventional estimators in terms of ...