Bayes Estimation and Prediction of Biased Sample Selected From a Finite Population

Bayes, E-Bayes and Robust Bayes Premium Estimation and Prediction under the Squared Log Error Loss Function

In risk analysis based on Bayesian framework, premium calculation requires specification of a prior distribution for the risk parameter in the heterogeneous portfolio. When the prior knowledge is vague, the E-Bayesian and robust Bayesian analysis can be used to handle the uncertainty in specifying the prior distribution by considering a class of priors instead of a single prior. In th...

Nonparametric Inference Under Biased Sampling from a Finite Population

A finite sample analysis of the Naive Bayes classifier

We revisit, from a statistical learning perspective, the classical decision-theoretic problem of weighted expert voting. In particular, we examine the consistency (both asymptotic and finitary) of the optimal Naive Bayes weighted majority and related rules. In the case of known expert competence levels, we give sharp error estimates for the optimal rule. We derive optimality results for our est...

Estimation of E(Y) from a Population with Known Quantiles

‎In this paper‎, ‎we  consider the problem of  estimating E(Y) based on a simple random sample when at least one of the population quantiles is known‎. ‎We propose a stratified estimator of  E(Y)‎, ‎and show that it is strongly consistent‎. ‎We then establish the asymptotic normality of the suggested estimator‎, ‎and prove that it ...

BAYES ESTIMATION USING A LINEX LOSS FUNCTION

This paper considers estimation of normal mean ? when the variance is unknown, using the LINEX loss function. The unique Bayes estimate of ? is obtained when the precision parameter has an Inverse Gaussian prior density