Bayes double sample estimation procedures (Q796227): Difference between revisions
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Latest revision as of 21:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayes double sample estimation procedures |
scientific article |
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Bayes double sample estimation procedures (English)
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1984
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Let \(X=(X_ 1,...,X_ d)\) be a random vector with distribution \(dP_{\theta}(x)=\exp(x\cdot \theta -M(\theta))d\mu(x)\). Given the conjugate prior distribution of \(\theta\) and a loss function depending both on an error of estimation and on the cost of sampling, the Bayesian two-stage estimate of \(EX_ 1\) is constructed. Applications to binomial and normal cases are presented.
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expected sample size
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exponential family
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linear combination loss function
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vector loss function
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double sampling
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Stein two-stage procedure
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conjugate prior
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error of estimation
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cost of sampling
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Bayesian two-stage estimate
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