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Bayes minimax estimation of multiple Poisson parameters

By Malay Ghosh and Ahmad Parsian


For the p-variate Poisson mean, under the sum of weighted squared error losses, weights being reciprocals of variances, a class of proper Bayes minimax estimates dominating the usual estimate, namely the sample mean is produced. An example is given to illustrate this. The interrelation of our results with those of Clevenson and Zidek is pointed out.p-variate Poisson means Bayes estimation admissibility minimaxity two stage prior exponential type II beta Dirichlet monotone likelihood ratio

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