Bayesian estimation of two value distribution parameter under a weighted balanced loss function

2011 ◽  
Author(s):  
Menglin Zhao ◽  
Dong Songxiang
Keyword(s):  
Bayesian Estimation ◽  
Loss Function ◽  
Value Distribution ◽  
Distribution Parameter ◽  
Balanced Loss Function

Bayesian Reliability Estmation with a Truncated Normal Prior

1988 ◽  
Vol 37 (3-4) ◽  
pp. 227-231 ◽  
Author(s):  
Samir K. Bhattacharya ◽  
Ravindar K. Tyagi
Keyword(s):  
Bayesian Estimation ◽  
Parameter Space ◽  
Loss Function ◽  
Exponential Model ◽  
Life Testing ◽  
Squared Error Loss Function ◽  
Squared Error Loss ◽  
Squared Error ◽  
Life Tests ◽  
Truncated Normal

Beyesian reliebility estimation for the exponential model. based on life tests that are terminated after a preassigned number of failures, is carried out under the assumption of the squared error loss function and a truncated normal priod density on the parameter space. The Bayesian estimation of reliability for the case of ‘attribute life testing’ is also discussed.

Prediction Problem for Random Vector

1988 ◽  
Vol 37 (1-2) ◽  
pp. 41-46
Author(s):  
Sudhakar Kunte ◽  
R.N. Rattihalli
Keyword(s):  
Bayesian Estimation ◽  
Random Vector ◽  
Loss Function ◽  
Convex Set ◽  
Estimation Problem ◽  
Symmetric Convex ◽  
Prediction Problem ◽  
Prediction Distribution

This article deals with the problem of finding the set predictor for a random vector where the choice of sets considered is restricted to a class of se ts which arc linear translates of a symmetric convex set. The loss function considered is a linear functi on of some measure of the size of the set and the distance of the set from the actual observed value. The prediction distribution considered is also symmetric. The result s are directly applicable to solve the correspoading Bayesian estimation problem,

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