Convergence rates for empirical Bayes two-action problems: The uniform  distribution.

Tahir, Mohamed

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Displaying similar documents to “Convergence rates for empirical Bayes two-action problems: The uniform $U (0, θ)$ distribution.”

The predictive distribution in decision theory: A case study.

Jones, Geoff (1998)

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Unimodal contaminations in testing point null hypothesis.

Miguel Angel Gómez-Villegas, Luís Sanz (2003)

RACSAM

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The problem of testing a point null hypothesis from the Bayesian perspective is considered. The uncertainties are modelled through use of ε?contamination class with the class of contaminations including: i) All unimodal distributions and ii) All unimodal and symmetric distributions. Over these classes, the infimum of the posterior probability of the point null hypothesis is computed and compared with the p?value and a better approach than the one known is obtained.

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...

Foundations of subjective probability and decision making: Discussion.

Irving John Good, Ludovico Piccinato, Cesáreo Villegas, James M. Dickey, Morris H. DeGroot, Donald A. S. Fraser, Simon French, Dennis V. Lindley (1980)

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Discussion on the papers by Girón, F. J. and Ríos, S., Quasi-Bayesian behaviour: a more realistic approach to dicision making? and by Hill, B. M., On finite additivity, non-conglomerability and statistical paradoxes, both of them part of a round table on Foundations of Subjective Probability and Decision Making held in the First International Congress on Bayesian Methods (Valencia, Spain, 28 May - 2 June 1979).

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).

Asymptotic distribution of the conditional regret risk for selecting good exponential populations

Shanti S. Gupta, Friedrich Liese (2000)

Kybernetika

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In this paper empirical Bayes methods are applied to construct selection rules for the selection of all good exponential distributions. We modify the selection rule introduced and studied by Gupta and Liang [10] who proved that the regret risk converges to zero with rate $O (n^{- λ / 2}), 0 < λ \leq 2$ . The aim of this paper is to study the asymptotic behavior of the conditional regret risk $ℛ_{n}$ . It is shown that $n ℛ_{n}$ tends in distribution to a linear combination of independent $χ^{2}$ -distributed random variables. As an application...

The effect of loss functions on empirical Bayes reliability analysis.

Camara, Vincent A.R., Tsokos, Chris P. (1999)

Mathematical Problems in Engineering

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Estimation of the scale parameter of gamma model in the presence of outlier observations.

Ghitany, M.E. (1990)

International Journal of Mathematics and Mathematical Sciences

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Asymptotic approximations to the Bayes posterior risk.

Zoubeidi, Toufik (1990)

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Quasi-Bayesian behaviour: a more realistic approach to decision making?

Francisco Javier Girón, Sixto Ríos (1980)

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In this paper the theoretical and practical implications of dropping -from the basic Bayesian coherence principles- the assumption of comparability of every pair of acts is examined. The resulting theory is shown to be still perfectly coherent and has Bayesian theory as a particular case. In particular we question the need of weakening or ruling out some of the axioms that constitute the coherence principles; what are their practical implications; how this drive to the notion of partial...

Displaying similar documents to “Convergence rates for empirical Bayes two-action problems: The uniform U ( 0 , θ ) distribution.”

Displaying similar documents to “Convergence rates for empirical Bayes two-action problems: The uniform $U (0, θ)$ distribution.”