Displaying similar documents to “Sequential estimation of survival functions with a neutral to the right process prior”

Nonparametric Bayesian estimation and goodness of fit test.

Vicente Quesada Paloma, Alfonso García Pérez (1985)

Qüestiió

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We first make a review of prior distributions neutral to the right, and then we get the Bayes rule for the survival function S(t) = 1 - F(t), with quadratic loss, with these prior distributions. We give, after that, the estimator with a special kind of processes neutral to the right, the homogeneous processes. We get in point four the linear Bayes rule and we give there an interpretation of the parameters. We finish with a Bayesian generalization of the Kolmogorov-Smirnov...

Estimation of random survival functions: a linear approach.

Vicente Quesada Paloma, Alfonso García Pérez (1982)

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In the first part of this work, a Survival function is considered which is supposed to be an Exponential Gamma Process. The main statistical and probability properties of this process and its Bayesian interpretation are considered. In the second part, the problem to estimate, from a Bayesian view point, the Survival function is considered, looking for the Bayes rule inside of the set of linear combinations of a given set of sample functions. We finish with an...

The Bayes sequential estimation of a normal mean from delayed observations

Alicja Jokiel-Rokita (2006)

Applicationes Mathematicae

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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.

Bayes sequential estimation procedures for exponential-type processes

Ryszard Magiera (1994)

Applicationes Mathematicae

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The Bayesian sequential estimation problem for an exponential family of processes is considered. Using a weighted square error loss and observing cost involving a linear function of the process, the Bayes sequential procedures are derived.

Nonparametric estimation: the survival function.

Alfonso García Pérez (1984)

Trabajos de Estadística e Investigación Operativa

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The unknown survival function S(t) of a random variable T ≥ 0 is considered. First we study the properties of S(t) and then, we estimate it from a Bayesian point of view. We compare the estimator with the posterior mean and we finish giving Bayes rules for linear functions of S(t).

Nonparametric Bayes decision theory.

Sid R. Dalal (1980)

Trabajos de Estadística e Investigación Operativa

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A summary of the seminar with the same title is presented. Ferguson's fundamental work on the theory of Dirichlet processes is elucidated and their shortcomings are discussed. Some modifications are also proposed and illustrated. Some of the intrincate mathematical issues related to the definitions and the proofs are not discussed for the sake of clarity and brevity. The development related to unimodal processes, briefly mentioned in the last section, will appear as a joint work with...

Some history of the hierarchical Bayesian methodology.

Irving John Good (1980)

Trabajos de Estadística e Investigación Operativa

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A standard tecnique in subjective Bayesian methodology is for a subject (you) to make judgements of the probabilities that a physical probability lies in various intervals. In the Bayesian hierarchical technique you make probability judgements (of a higher type, order, level or stage) concerning the judgements of lower type. The paper will outline some of the history of this hierarchical technique with emphasis on the contributions by I. J. Good because I have read every word written...