Bayesian estimation under Kullback-Leibler divergence measure based on exponential data

MaRDI QIDQ5860574zbMATH OpenFDO

Authors G. K. Abufoudeh, R. R. Abu Awwad, Omar M. Bdair

Publication date 19 November 2021

Full work available at URL http://archives-web.univ-paris1.fr/rev-inv-ope/fileadmin/rev-inv-ope/files/40119/40119-05_.pdf

zbMATH Keywords

Bayesian estimationcomplete dataexponential distributionKullback-Leibler divergence measuremaximum likelihood estimationtype I censored datatype II censored data

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Censored data models (62N01) Measures of information, entropy (94A17)

Recommendations

• Non-parametric estimation of Kullback-Leibler discrimination information based on censored data
• Converting information into probability measures with the Kullback-Leibler divergence
• Kullback-Leibler divergence: a quantile approach
• scientific article; zbMATH DE number 600104
• Quantile-based cumulative Kullback–Leibler divergence

Cites work

• ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM
• Bayes estimation and prediction of the two-parameter gamma distribution
• Bayesian inference and prediction of order statistics for a type-II censored Weibull distribution
• Bayesian inference and prediction of the inverse Weibull distribution for type-II censored data
• Empirical Bayes analysis of record statistics based on linex and quadratic loss functions
• Empirical Bayes estimates in exponential reliability model
• scientific article; zbMATH DE number 3928158 (Why is no real title available?)
• scientific article; zbMATH DE number 775908 (Why is no real title available?)
• Inferences on Weibull parameters with conventional type-I censoring
• On Information and Sufficiency
• On robust Bayesian estimation under some asymmetric and bounded loss function
• Order Statistics
• Some results for type I censored sampling from geometric distributions
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(5)

• A Monte Carlo approach to quantifying model error in Bayesian parameter estimation
• Profile likelihood-based confidence interval for the standard deviation of the two-parameter exponential distribution
• Use of Kullback-Leibler divergence for forgetting
• scientific article; zbMATH DE number 5313608 (Why is no real title available?)
• Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma

This page was built for publication: Bayesian estimation under Kullback-Leibler divergence measure based on exponential data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5860574)