Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2023, Vol. 40 ›› Issue (1): 69-82.doi: 10.3969/j.issn.1005-3085.2023.01.005

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Empirical Bayes Prediction of Population Total in a Finite Population with Hierarchical Priors

HU Guikai,   ZHOU Guxin,   XIAO Xinhai,   GUI Yangming   

  1. School of Science, East China University of Technology, Nanchang 330013
  • Online:2023-02-15 Published:2023-04-11
  • Supported by:
    The National Natural Science Foundation of China (11661003); the Natural Science Foundation of Jiangxi Province (20192BAB201006).

Abstract:

The empirical Bayes prediction of population total in a finite population with normal inverse-Gamma priors is investigated. Firstly, the Bayes prediction for population total is obtained by a new method. On the basis, the empirical Bayes predictions are proposed. Secondly, the performances of empirical Bayes prediction are analyzed by two cases. The result showed that empirical Bayes prediction is asymptotically optimal and can be proved to be the best linear unbiased prediction under the prediction mean squared error. Finally, a simulation study is used to illustrate the proposed results.

Key words: empirical Bayes prediction, population total, prediction mean squared error, finite population

CLC Number: