Geodesic
The Bayes sequential estimation of a normal mean from delayed observations
Alicja Jokiel-Rokita1
1 Institute of Mathematics and Computer Science Wroc/law University of Technology 50-370 Wroc/law, Poland
Applicationes Mathematicae, Tome 33 (2006) no. 3-4, pp. 275-282.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.
DOI : 10.4064/am33-3-3
Keywords: problem estimating mean normal distribution considered special arrive random times certain classes bayes sequential estimation procedures derived under linex reflected normal loss function observation cost determined function stopping time number observations time

Alicja Jokiel-Rokita 1

1 Institute of Mathematics and Computer Science Wroc/law University of Technology 50-370 Wroc/law, Poland 
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Alicja Jokiel-Rokita. The Bayes sequential estimation of
 a normal mean from delayed observations. Applicationes Mathematicae, Tome 33 (2006) no. 3-4, pp. 275-282. doi : 10.4064/am33-3-3. http://geodesic.mathdoc.fr/articles/10.4064/am33-3-3/

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