Discussion of "Confidence Intervals for Nonparametric Empirical Bayes Analysis" by Nikolaos Ignatiadis and Stefan Wager.

Table 1 shows estimates of Graph HT <math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mi>E</mi><mo>{</mo><mi> </mi><mo>|</mo><mi>z</mi><mo>}</mo></mrow></math> ht - that is, Graph HT <math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mi> </mi><mo stretchy="false">(</mo><mi>z</mi><mo stretchy="false">)</mo></mrow></math> ht , (3) in IW - and their Graph HT <math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mo stretchy="false">(</mo><mn>0.025</mn><mo>,</mo><mn>0.975</mn><mo stretchy="false">)</mo></mrow></math> ht bootstrap confidence limits. HT <table><thead><tr><td><italic>Z</italic></td><td><graphic href="uasa a 2093725 ilm0016.gif" content-type="Graph" /><math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mrow xmlns=""><mi>E</mi><mo>{</mo><mi> </mi><mo>|</mo><mi>z</mi><mo>}</mo></mrow></math></td><td>0.025</td><td>0.975</td></tr></thead><tbody valign="top"><tr><td char=".">0 There are times though where one would like to know Graph HT <math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mi>G</mi><mo stretchy="false">(</mo><mi> </mi><mo stretchy="false">)</mo></mrow></math> ht or its density Graph HT <math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mi>g</mi><mo stretchy="false">(</mo><mi> </mi><mo stretchy="false">)</mo></mrow></math> ht . [Extracted from the article]