Multiple Bayesian parameter estimation.

Ricardo Vélez Ibarrola

Trabajos de Estadística e Investigación Operativa (1981)

  • Volume: 32, Issue: 2, page 95-115
  • ISSN: 0041-0241

Abstract

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The problem to be analyzed in this paper deals with the finding of n values x1, x2, ..., xn ∈ R which minimize the function:E [míni=1,...,n c (ξ - xi)]where ξ is a one-dimensional random variable with known distribution function φ and c is a measurable and positive function.First, conditions on c in order to ensure the existence of a solution to this problem are determined. Next, necessary conditions to be satisfied by the point (x1, x2, ..., xn) in which the function attains the minimum are looked for. Finally, conditions on φ are given to guarantee the uniqueness of the point which verifies the necessary conditions for minimum, when the function c is c(y) = |y| and c(y) = y2.

How to cite

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Vélez Ibarrola, Ricardo. "Estimación bayesiana múltiple de un parámetro.." Trabajos de Estadística e Investigación Operativa 32.2 (1981): 95-115. <http://eudml.org/doc/40648>.

@article{VélezIbarrola1981,
author = {Vélez Ibarrola, Ricardo},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Decisión estadística; Análisis; multiple Bayesian parameter estimation; minimization problem},
language = {spa},
number = {2},
pages = {95-115},
title = {Estimación bayesiana múltiple de un parámetro.},
url = {http://eudml.org/doc/40648},
volume = {32},
year = {1981},
}

TY - JOUR
AU - Vélez Ibarrola, Ricardo
TI - Estimación bayesiana múltiple de un parámetro.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1981
VL - 32
IS - 2
SP - 95
EP - 115
LA - spa
KW - Decisión estadística; Análisis; multiple Bayesian parameter estimation; minimization problem
UR - http://eudml.org/doc/40648
ER -

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