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Re: [S] What is "empirical Bayesian analysis?"

To: David Parkhurst <parkhurs@ophelia.ucs.indiana.edu>
Subject: Re: [S] What is "empirical Bayesian analysis?"
From: Peter Malewski <p.malewski@tu-bs.de>
Date: Sat, 18 Dec 1999 17:58:36 +0100
Cc: s-news <s-news@wubios.wustl.edu>
Organization: TU-BS
References: <000d01bf4969$fc9e9bf0$a87a389c@1hk7i>
Sender: owner-s-news@wubios.wustl.edu
Dear David,

David Parkhurst wrote:

> I'm trying to figure out what makes some Bayesian analyses "empirical" and
> others not, but I haven't been successful.  Can someone please enlighten me?

Because all basesian methods are "empirical", the term is nonsense. Sometimes
it is used for methods which estimate the prior dist from the same data set as
in the main analyses...

A good introducion:

@book{Gelman97,
   author    = {Andrew Gelman and John B. Clarin and Hal S. Stern and Donald B.

       Rubin},
   title     = {Bayesian Data Anaysis},
   year      = 1997,
   publisher = {London: Chapman \& Hall}
}


Peter



--


** To YOU I'm an atheist; to God, I'm the Loyal Opposition. Woody Allen **
P.Malewski                                      Tel.: 0531 500965
Maschplatz 8                                    Email: P.Malewski@tu-bs.de
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