The Bayes sequential estimation of
a normal mean from delayed observations
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.
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
Affiliations des auteurs :
Alicja Jokiel-Rokita 1
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author = {Alicja Jokiel-Rokita},
title = {The {Bayes} sequential estimation of
a normal mean from delayed observations},
journal = {Applicationes Mathematicae},
pages = {275--282},
publisher = {mathdoc},
volume = {33},
number = {3-4},
year = {2006},
doi = {10.4064/am33-3-3},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am33-3-3/}
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TY - JOUR AU - Alicja Jokiel-Rokita TI - The Bayes sequential estimation of a normal mean from delayed observations JO - Applicationes Mathematicae PY - 2006 SP - 275 EP - 282 VL - 33 IS - 3-4 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.4064/am33-3-3/ DO - 10.4064/am33-3-3 LA - en ID - 10_4064_am33_3_3 ER -
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
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