Characterizations of mixtures of continuous distributions by their posterior means

DOI10.1080/03461238.1984.10413751zbMath0555.62017MaRDI QIDQ3218914

No author found.

Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413751

zbMATH Keywords

shape; characterization; Bayes estimation; exponential family; identifiability of mixtures; normal; scale; posterior means; collective risk theory; gamma density

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F15: Bayesian inference

62E10: Characterization and structure theory of statistical distributions

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Characterizations of some continuous distributions, On characterization of power series distributions by a marginal distribution and a regression function, Characterizing priors by posterior expectations in multiparameter exponential families, Normality via conditional normality of linear forms, Characterizing priors by posterior expectations in multivariate analysis, Bivariate discrete Poisson-Lindley distributions

Cites Work

• Characterizations of discrete distributions by a conditional distribution and a regression function
• Statistical decision theory. Foundations, concepts, and methods
• Conjugate priors for exponential families
• Identifiability of mixtures of exponential families
• A characterization of a bivariate distribution by the marginal and the conditional distributions of the same component
• On characterizing some discrete distributions by linear regression
• The poisson-exponential model and the Non-Central Chi-squared distribution
• Identifiability of Mixtures