Geodesic
Monotonicity of Bayes estimators
Jarosław Bartoszewicz1 ; Piotr Bolesław Nowak2
1 (deceased)
2 Institute of Mathematics and Informatics University of Opole Oleska 48 45-052 Opole, Poland
Applicationes Mathematicae, Tome 40 (2013) no. 4, pp. 393-404.

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

Let $X=(X_1,\dots ,X_n)$ be a sample from a distribution with density $f(x;\theta )$, $\theta \in \Theta \subset \mathbb {R}$. In this article the Bayesian estimation of the parameter $\theta $ is considered. We examine whether the Bayes estimators of $\theta $ are pointwise ordered when the prior distributions are partially ordered. Various cases of loss function are studied. A lower bound for the survival function of the normal distribution is obtained.
DOI : 10.4064/am40-4-1
Keywords: dots sample distribution density theta theta theta subset mathbb article bayesian estimation parameter theta considered examine whether bayes estimators theta pointwise ordered prior distributions partially ordered various cases loss function studied lower bound survival function normal distribution obtained

Jarosław Bartoszewicz 1 ; Piotr Bolesław Nowak 2

1 (deceased)
2 Institute of Mathematics and Informatics University of Opole Oleska 48 45-052 Opole, Poland 
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Jarosław Bartoszewicz; Piotr Bolesław Nowak. Monotonicity of Bayes estimators. Applicationes Mathematicae, Tome 40 (2013) no. 4, pp. 393-404. doi : 10.4064/am40-4-1. http://geodesic.mathdoc.fr/articles/10.4064/am40-4-1/

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