The Bayes sequential estimation of a normal mean from delayed observations

Alicja Jokiel-Rokita

Applicationes Mathematicae (2006)

  • Volume: 33, Issue: 3-4, page 275-282
  • ISSN: 1233-7234

Abstract

top
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.

How to cite

top

Alicja Jokiel-Rokita. "The Bayes sequential estimation of a normal mean from delayed observations." Applicationes Mathematicae 33.3-4 (2006): 275-282. <http://eudml.org/doc/279181>.

@article{AlicjaJokiel2006,
abstract = {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.},
author = {Alicja Jokiel-Rokita},
journal = {Applicationes Mathematicae},
keywords = {Bayes sequential estimation; normal distribution; sequential decision procedure; stopping time},
language = {eng},
number = {3-4},
pages = {275-282},
title = {The Bayes sequential estimation of a normal mean from delayed observations},
url = {http://eudml.org/doc/279181},
volume = {33},
year = {2006},
}

TY - JOUR
AU - Alicja Jokiel-Rokita
TI - The Bayes sequential estimation of a normal mean from delayed observations
JO - Applicationes Mathematicae
PY - 2006
VL - 33
IS - 3-4
SP - 275
EP - 282
AB - 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.
LA - eng
KW - Bayes sequential estimation; normal distribution; sequential decision procedure; stopping time
UR - http://eudml.org/doc/279181
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.