Bayes sequential estimation procedures for exponential-type processes

• Autorzy: Ryszard Magiera
• Języki publikacji: EN

Abstrakty

EN

The Bayesian sequential estimation problem for an exponential family of processes is considered. Using a weighted square error loss and observing cost involving a linear function of the process, the Bayes sequential procedures are derived.

Słowa kluczowe

EN

Bayes sequential estimation; exponential-type process; stopping time; sequential decision procedure

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1993-1995
• Tom: 22
• Numer: 3
• Strony: 311-320

Daty

wydano

1994

otrzymano

1993-03-31

Twórcy

autor

Ryszard Magiera

• Institute of Mathematics, Technical University of Wrocław, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

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