Monotonicity of Bayes estimators

• Autorzy: Piotr Bolesław Nowak
• Języki publikacji: EN

Abstrakty

EN

Let X=(X₁,..., Xₙ) be a sample from a distribution with density f(x;θ), θ ∈ Θ ⊂ ℝ. In this article the Bayesian estimation of the parameter θ is considered. We examine whether the Bayes estimators of θ are pointwise ordered when the prior distributions are partially ordered. Various cases of loss function are studied. A lower bound for the survival function of the normal distribution is obtained.

Kategorie tematyczne

• 62F15: Bayesian inference
• 60E15: Inequalities; stochastic orderings

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2013
• Tom: 40
• Numer: 4
• Strony: 393-404

Daty

wydano

2013

Twórcy

autor

Piotr Bolesław Nowak

• Institute of Mathematics and Informatics, University of Opole, Oleska 48, 45-052 Opole, Poland

Identyfikatory

DOI

10.4064/am40-4-1