Metodo Bayesiano empirico e le sue applicazioni allo sport

The empirical Bayes method tries to estimate a parameter of interest using both the direct observations for said parameter, but also the ones from other random variables, determined by a parameter that has the same distribution. We can indeed assume that the parameter theta is drawn from a certain distribution called prior, and n random variable are affected by their own theta. We see how this type of estimation works, its properties and finally an applicative part where we see how it can be used to better estimate batting abilities in baseball.