Robust Bayesian estimation with asymmetric loss function
نویسندگان
چکیده
منابع مشابه
Bayesian Estimation for the Pareto Income Distribution under Asymmetric LINEX Loss Function
The use of the Pareto distribution as a model for various socio-economic phenomena dates back to the late nineteenth century. In this paper, after some necessary preliminary results we deal with Bayes estimation of some of the parameters of interest under an asymmetric LINEX loss function, using suitable choice of priors when the scale parameter is known and unknown. Results of a Monte C...
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The use of the Pareto distribution as a model for various socio-economic phenomena dates back to the late nineteenth century. In this paper, after some necessary preliminary results we deal with Bayes estimation of some of the parameters of interest under an asymmetric LINEX loss function, using suitable choice of priors when the scale parameter is known and unknown. Results of a Monte Carlo si...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 2002
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am29-3-3