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by phillc73 3336 days ago
Although tangentially linked to in the article, David Robinson's Introduction to Empirical Bayes[1] is also an excellent resource. It deals primarily with beta-binomial distributions.

[1] http://varianceexplained.org/r/empirical-bayes-book/

1 comments

It's an excellent blog post, although it's worth emphasizing that it is designed for the binomial case, where you wish to compute the fraction of occurrences within some events, such as batting averages. For continuous variables, however, it makes more sense to use one of the methods described in the original post.

TL;DR: One blog post is for Rotten Tomatoes and the other is for Metacritic.

Absolutely, and thanks for better defining the distinction.

I really just wanted to point out another solid Empirical Bayes resource, as there's not that many about. Yours and David's make a good combination covering different cases.