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Odds ratios estimation of rare event in binomial distribution. (English) Zbl 1431.62083

Summary: We introduce the new estimator of odds ratios in rare events using Empirical Bayes method in two independent binomial distributions. We compare the proposed estimates of odds ratios with two estimators, modified maximum likelihood estimator (MMLE) and modified median unbiased estimator (MMUE), using the Estimated Relative Error (ERE) as a criterion of comparison. It is found that the new estimator is more efficient when compared to the other methods.

MSC:

62F10 Point estimation
62C12 Empirical decision procedures; empirical Bayes procedures

Software:

SAS

References:

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