6533b821fe1ef96bd127ba30

RESEARCH PRODUCT

Monotonicity of Bayes estimators

Jarosław BartoszewiczPiotr Bolesław Nowak

subject

CombinatoricsBayes' theoremApplied MathematicsEstimatorApplied mathematicsMonotonic functionMathematics

description

Let X = (X1; : : : ;Xn) be a sample from a distribution with density (x;θ), θ∈Θ⊂R. In this article the Bayesian estimation of the parameter is considered.We examine whether the Bayes estimators of are pointwise ordered when the prior distributions are partially ordered. Various cases of loss function are studied. A lower bound for the survival function of the normal distribution is obtained.

10.4064/am40-4-1https://www.impan.pl/pl/wydawnictwa/czasopisma-i-serie-wydawnicze/applicationes-mathematicae/all/40/4