In this short note, we consider the problem of estimating multivariate hypergeometric parameters under squared error loss when side information in aggregated data is available. We use the symmetric multinomial prior to obtain Bayes estimators. It is shown that by incorporating the side information, we can construct an improved estimator.
翻译:在本文短评中,我们研究了当聚合数据中存在辅助信息时,在平方误差损失下估计多元超几何参数的问题。我们采用对称多项先验来推导贝叶斯估计量。研究表明,通过整合辅助信息,可以构造出更优的估计量。