Deep gratitude to Prof. Ed George, who opened a door to the world of emperical bayes for me, I began to read Prof. Jim Berger’s book *Statistical Decision Theory and Bayesian Analysis* (1985). Here I mainly focus on Chapter 1, 3, 4, 5 of Jim’s book and also share some thoughts on Ed’s paper *Minimax Multiple Shrinkage Estimation* (1986).

# Why Bayesian?

Different people would have different conclusions based on their prior beliefs of the plausibility of the event, Baysian analysis is to seek to utilize prior information.