A.P.O. rules are asymptotically non deficient for estimation with squared error loss
نویسندگان
چکیده
منابع مشابه
A.P.O. Rules are Asymptotically non Deficient for Estimation with Squared Error Loss
The problem considered is sequential estimation of the mean 0 of a one-parameter exponential family of distributions with squared error loss for estimation error and a cost c > 0 for each of an i.i.d, sequence of potential observations X 1, X 2 . . . . . A Bayesian approach is adopted, and natural conjugate prior distributions are assumed. For this problem, the asymptotically pointwise optimal ...
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ژورنال
عنوان ژورنال: Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
سال: 1981
ISSN: 0044-3719,1432-2064
DOI: 10.1007/bf00542639