𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Parameter estimator based on a minimum discrepancy criterion: a Bayesian approach

✍ Scribed by Chang, C.-Y.; Chang, S.

Book ID
114539486
Publisher
IEEE
Year
1991
Tongue
English
Weight
513 KB
Volume
37
Category
Article
ISSN
0018-9448

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Estimation of a Bernouilli parameter: A
Estimation of a Bernouilli parameter: A normative approach to replace the Bayesian one
✍ Jean-FranΓ§ois Laslier πŸ“‚ Article πŸ“… 1989 πŸ› Springer US 🌐 English βš– 289 KB

The paper deals with the problem of the estimation of an unknown probability from a finite number of experiments. We propose a normative (axiomatic) solution that restricts the class of admissible estimators to a one-parameter family. Moreover this solution coincides with the one obtained from Bayes

Estimating moments of the minimum order
Estimating moments of the minimum order statistic from normal populationsβ€”a bayesian approach
✍ Jean-FranΓ§ois Angers; Duncan K. H. Fong πŸ“‚ Article πŸ“… 1994 πŸ› John Wiley and Sons 🌐 English βš– 487 KB

Let Yi -N(Bi, o?), i = 1, . . . , p, be independently distributed, where Bi and of are unknown. A Bayesian approach is used to estimate the first two moments of the minimum order statistic, W = min( Y I , . . . , Y,). In order to compute the Bayes estimates, one has to evaluate the predictive densit