๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Bayesian estimation for shifted exponential distributions

โœ Scribed by Mohamed T. Madi; Tom Leonard

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
335 KB
Volume
55
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.

โœฆ Synopsis

Consider m random samples which are independently drawn from m shifted exponential distributions, with respective location parameters 01,02, ..., Om and common scale parameter a. On the basis of the given samples and in a Bayesian framework, we address the problem of estimating the scale parameter a and the parametric function 7 = ~m-1 aiOi + ba. Our proposed Bayesian estimators are compared, via a Monte Carlo study, to the invariant estimators proposed by Madi and Tsui (1990) and Rukhin and Zidek (1985) in terms of risk improvements on the best affine equivariant estimators.

๐Ÿ“œ SIMILAR VOLUMES

Bayesian Estimation for Spherically Symm
Bayesian Estimation for Spherically Symmetric Distributions
โœ Dominique Cellier; Dominique Fourdrinier; Martin T. Wells ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 171 KB

The theory of Bayesian least squares is developed for a general and more tangible notion of conjugacy than in models which make the more conventional assumption of normality. This paper is primarily concerned with extending the results of classical conjugate normal-normal Bayesian analysis to the ca