Characterizations of mixtures of continuous distributions by their posterior means

DOI10.1080/03461238.1984.10413751zbMath0555.62017OpenAlexW1971085599MaRDI QIDQ3218914

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Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413751

zbMATH Keywords

shapecharacterizationBayes estimationexponential familyidentifiability of mixturesnormalscaleposterior meanscollective risk theorygamma density

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

Bivariate discrete Poisson-Lindley distributions ⋮ Characterizing priors by posterior expectations in multiparameter exponential families ⋮ Characterizing priors by posterior expectations in multivariate analysis ⋮ Normality via conditional normality of linear forms ⋮ On characterization of power series distributions by a marginal distribution and a regression function ⋮ Characterizations of some continuous distributions

Cites Work

• Characterizations of discrete distributions by a conditional distribution and a regression function
• Statistical decision theory. Foundations, concepts, and methods
• Conjugate priors for exponential families
• Identifiability of mixtures of exponential families
• A characterization of a bivariate distribution by the marginal and the conditional distributions of the same component
• On characterizing some discrete distributions by linear regression
• The poisson-exponential model and the Non-Central Chi-squared distribution
• Identifiability of Mixtures

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