Geodesic
The $d $-risk of Bayesian estimation for the probability of success in Bernoulli trials
Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 164 (2022) no. 4, pp. 271-284 Cet article a éte moissonné depuis la source Math-Net.Ru

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This article considers the problem of estimating the probability $p$ of success in Bernoulli trials when it is a priori the smallest. Using the $d$-posterior approach to the problem of guaranteed statistical inference, a Bayesian estimation of $p$ was performed for a special loss function of type $1$-$0$ with the relative error restriction and the beta prior distribution of the estimated parameter. The $d$-risk of the Bayesian estimation was calculated, and the impossibility to design a $d$-guaranteed estimation procedure for a fixed amount of tests was revealed.
Keywords: Bernoulli trials, Bayesian probability estimation, beta prior distribution, $d$-risk estimation. 
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     title = {The $d $-risk of {Bayesian} estimation for the probability of success in {Bernoulli} trials},
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N. F. Bilalova. The $d $-risk of Bayesian estimation for the probability of success in Bernoulli trials. Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 164 (2022) no. 4, pp. 271-284. http://geodesic.mathdoc.fr/item/UZKU_2022_164_4_a0/

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