| Hoffman, K. (2000), Statistical Papers, 41(2), 127--158. |
....(call it # j ) that takes into account both the prior assumption and the data. First, let us obtain the posterior distribution of # j from the prior ) and the data. This derivation can be done either from the Bayesian considerations, or via the JamesStein Shrinkage estimators (see [8] or [9] for a more recent review) Here, we discuss the former method. Assume initially that N = 1, i.e. we have one data point for each gene, and denote the variance by # for the moment: From these assumptions, we get (see [10] for full details) E(# j X j , 4) V ....
Hoffman, K. (2000), Statistical Papers, 41(2), 127--158.
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