Bayes-Verfahren zur Schätzung von Einkommensverteilungen
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Bayes-Verfahren zur Schätzung von Einkommensverteilungen
Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 96 (1976), Iss. 1 : pp. 1–13
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Bamberg, Günter
Abstract
If the income scale is divided into k income ranges, the histogram form of the income distribution is completely determined by the k corresponding proportions. In section 2 Bayes estimators for these proportions are given for several loss functions and a special prior (Dirichlet-) distribution. The main purpose of this paper is the derivation of the linear Bayes estimator of section 3 without specifying a complete prior distribution. This linear Bayes estimator only depends on the first two moments of the prior distribution. It is shown that this estimator can be represented by a weighted average of the prior expected proportion and the maximum likelihood estimator.