The Bayes sequential estimation of a normal mean from delayed observations

• Autorzy: Alicja Jokiel-Rokita
• Języki publikacji: EN

Abstrakty

EN

The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.

Kategorie tematyczne

• 62L12: Sequential estimation
• 62L15: Optimal stopping
• 62C10: Bayesian problems; characterization of Bayes procedures

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2006
• Tom: 33
• Numer: 3-4
• Strony: 275-282

Daty

wydano

2006

Twórcy

autor

Alicja Jokiel-Rokita

• Institute of Mathematics and Computer Science, Wrocław University of Technology, 50-370 Wrocław, Poland

Identyfikatory

DOI

10.4064/am33-3-3