Fienberg, Stephen E.; Holland, Paul W. - In: Journal of Multivariate Analysis 2 (1972) 1, pp. 127-134
Bayesian estimation of the cell probabilities for the multinomial distribution (under a symmetric Dirichlet prior) leads to the use of a flattening constant [alpha] to smooth the raw cell proportions. The unsmoothed estimator corresponds to [alpha] = 0. The risk functions (under quadratic loss)...