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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1978 Volume 79, Pages 38–43 (Mi znsl2924)

On S. U. Bernstein's regularity type conditions in a problem of empirical Bayes approach

M. S. Nikulin


Abstract: It is proved that the aposteriorl distribution of a random success probability $X$ in the binomial scheme can be approximated by a suitable beta-distrubution if the number $n$ of trials tends to infinity and an apriori density function of $X$ belongs to $L^r[0,1]$ for some $r\geq1$.

UDC: 519.281


 English version:
Journal of Soviet Mathematics, 1987, 36:5, 596–600

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