Decision{Theoretic Estimation of the O spring Mean in Mortal Branching Processes
نویسندگان
چکیده
The aim of the present paper is to obtain Bayes estimators for the oospring mean of a simple branching process with a power series oospring probability distribution. We study the sensitivity behavior of the obtained estimators with respect to the choice of the loss function. We propose a minimax criterion using the Bayes risk for ranking the eeectiveness (in the sense of robustness) of the loss functions that are being used. In particular, we show analytically that the Bayes estimator under the relative squared{ error loss is preferable to the posterior mean. The usefulness of the analytical results is illustrated on some actual epidemic data from smallpox outbreaks.
منابع مشابه
Estimation of Scale Parameter Under a Bounded Loss Function
The quadratic loss function has been used by decision-theoretic statisticians and economists for many years. In this paper the estimation of scale parameter under a bounded loss function, which is adequate for assessing quality and quality improvement, is considered with restriction to the principles of invariance and risk unbiasedness. An implicit form of minimum risk scale equivariant ...
متن کاملWeighted estimation and tracking for Bienaym e Galton Watson processes with adaptive control
For Bienaym e–Galton–Watson processes in adaptive tracking situations, we establish asymptotic results for weighted estimators of the mean and the variance of the o spring distribution. c © 1999 Elsevier Science B.V. All rights reserved MSC: 60J80; 93E24; 60F05; 60F15
متن کاملCentral Limit Theorem in Multitype Branching Random Walk
A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.
متن کاملGame-Theoretic Approach for Pricing Decisions in Dual-Channel Supply Chain
In the current study, a dual-channel supply chain is considered containing one manufacturer and two retailers. It is assumed that the manufacturer and retailers have the same decision powers. A game-theoretic approach is developed to analyze pricing decisions under the centralized and decentralized scenarios. First, the Nash model is established to obtain the equilibrium decisions in the decent...
متن کاملConfidence Interval Estimation of the Mean of Stationary Stochastic Processes: a Comparison of Batch Means and Weighted Batch Means Approach (TECHNICAL NOTE)
Suppose that we have one run of n observations of a stochastic process by means of computer simulation and would like to construct a condifence interval for the steady-state mean of the process. Seeking for independent observations, so that the classical statistical methods could be applied, we can divide the n observations into k batches of length m (n= k.m) or alternatively, transform the cor...
متن کامل