Empirical Bayes Sequential Estimation of Binomial Probabilities

Abstract

Abstract Abstract In this article we investigate empirical Bayes procedures for estimates of binomial probabilities. We propose a sequential approach (vs. the usual fixed sample size) for esti mation of p. The small sample behaviour of the proposed method is studied through a Monte Carlo experiment based on dataset applications drawn from carcinogenesis bioassays. Most of the conclusions are drawn from simulation studies which are themselves based on the applications. Keywords: Beta-binomial modelClinical trialsEmpirical BayesHistorical trialsSequential methods Acknowledgments This work was supported in part by grants from the Natural Sciences and Engineering Research Council of Canada. We wish to thank the anonymous referee for his/her helpful comments and suggestions.