Displaying similar documents to “Asymptotic distribution of the conditional regret risk for selecting good exponential populations”

Objective Bayesian point and region estimation in location-scale models.

José M. Bernardo (2007)

SORT

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Point and region estimation may both be described as specific decision problems. In point estimation, the action space is the set of possible values of the quantity on interest; in region estimation, the action space is the set of its possible credible regions. Foundations dictate that the solution to these decision problems must depend on both the utility function and the prior distribution. Estimators intended for general use should surely be invariant under one-to-one transformations,...

Bayesian survival analysis based on the Rayleigh model.

Samir K. Bhattacharya, K. Tyagi Ravinder (1990)

Trabajos de Estadística

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In this paper, the Bayesian analysis of the survival data arising from a Rayleigh model is carried out under the assumption that the clinical study based on n patients is terminated at the d death, for some preassigned d (0 < d ≤ n), resulting in the survival times t ≤ t ≤ ... ≤ t, and (n - d) survivors. For the prior knowledge about the Rayleigh parameter, the gamma density, the inverted gamma density, and the beta density of the second kind are respectively assumed, and for...

Subset selection of the largest location parameter based on L -estimates

Jaroslav Hustý (1984)

Aplikace matematiky

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The problem of selecting a subset of polulations containing the population with the largest location parameter is considered. As a generalization of selection rules based on sample means and on sample medians, a rule based on L -estimates of location is proposed. This rule is strongly monotone and minimax, the risk being the expected subset size, provided the underlying density has monotone likelihood ratio. The problem of fulfilling the P * -condition is solved explicitly only asymptotically,...

Estimation of random survival functions: a linear approach.

Vicente Quesada Paloma, Alfonso García Pérez (1982)

Qüestiió

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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...