scholarly journals Second Order Asymptotic Variance of the Bayes Estimator of a Truncation Parameter for a One-Sided Truncated Exponential Family of Distributions

2016 ◽  
Vol 46 (1) ◽  
pp. 81-98 ◽  
Author(s):  
Masafumi Akahira
Keyword(s):  
Exponential Family ◽  
Asymptotic Variance ◽  
Second Order ◽  
Bayes Estimator ◽  
Truncation Parameter ◽  
Exponential Family Of Distributions ◽  
Family Of Distributions

scholarly journals Asymptotic approximations to the Bayes posterior risk

1990 ◽  
Vol 3 (2) ◽  
pp. 99-116
Author(s):  
Toufik Zoubeidi
Keyword(s):  
Parameter Space ◽  
Exponential Family ◽  
Distribution Functions ◽  
Independent Random Variables ◽  
Asymptotic Approximations ◽  
Prior Density ◽  
Posterior Probabilities ◽  
Exponential Family Of Distributions ◽  
Family Of Distributions ◽  
Convex Subsets

Suppose that, given ω=(ω1,ω2)∈ℜ2, X1,X2,… and Y1,Y2,… are independent random variables and their respective distribution functions Gω1 and Gω2 belong to a one parameter exponential family of distributions. We derive approximations to the posterior probabilities of ω lying in closed convex subsets of the parameter space under a general prior density. Using this, we then approximate the Bayes posterior risk for testing the hypotheses H0:ω∈Ω1 versus H1:ω∈Ω2 using a zero-one loss function, where Ω1 and Ω2 are disjoint closed convex subsets of the parameter space.

Sign in / Sign up

Export Citation Format

Share Document