Asymptotically optimal bayesian sequential point estimation with censored data

DOI10.1080/07474948808836153zbMath0689.62066OpenAlexW2065438816MaRDI QIDQ3031798

Mohamed Tahir

Publication date: 1988

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948808836153

zbMATH Keywords

asymptotic expansionscensored datainfinitesimal operatorgamma priorposterior expected lossDynkin's identity for Markov processessmooth loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (4)

A sequential test for the failure rate of an exponential distribution with censored data ⋮ Lower Bounds on the Minimax Risk of Sequential Estimators ⋮ Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution ⋮ Bayesian sequential estimation of the ratio of failure rates of two exponential distributions censored data

Cites Work

• Asymptotic optimal sequential estimation: The Poisson case
• Dynamics of Bayes estimates for the rate of Poisson processes with gamma priors and convex loss
• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• Second order approximations for sequential point and interval estimation
• Bayes sequential estimation in a life test and asymptotic properties
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Estimating a mean from delayed observations
• On the Starting Points of Incursions of Markov Processes
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation

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