Asymptotic properties of posterior distributions

1976 ◽  
Vol 35 (3) ◽  
pp. 269-282 ◽  
Author(s):  
Helmut Strasser
Keyword(s):  
Asymptotic Properties ◽  
Posterior Distributions

Bayes' Estimation of the Number of Component Processes of a Superimposed Process

1996 ◽  
Vol 10 (3) ◽  
pp. 443-461 ◽  
Author(s):  
Olga S. Yoshida ◽  
José G. Leite ◽  
Heleno Bolfarine
Keyword(s):  
Asymptotic Properties ◽  
Bayes Estimator ◽  
Bayes Estimation ◽  
Poisson Processes ◽  
Posterior Distributions ◽  
Total Rate ◽  
Component Processes

We consider Bayes' estimation of the number of independent homogeneous Poisson processes of a superimposed process with unknown rates. The estimation of the total rate of the undetected processes is also considered. Exact posterior distributions are obtained. Monotonicity and asymptotic properties of the Bayes' estimator are also discussed.

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