Empirical Bayes (EB) and related techniques come into play when data are generated by repeated execution of the same type of random experiment. The individual experiments are often called component experiments, or simply components. It is convenient when considering the data from a particular component to think of it as the current component which has been preceded by the other components. Empirical Bayes methods provide a way in which such historical data can be used in the assessment of the current results. This temporal view of the data sequence is a convenience and does not play an active role in EB analysis.