Bayesian Sequential Estimation for One-Parameter Exponential Families

DOI10.2307/2287192zbMath0461.62068OpenAlexW4243504067MaRDI QIDQ3911240

Robert L. Wardrop, C. P. Shapiro

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287192

zbMATH Keywords

Fisher informationexponentialnormalbinomialPoissongeometricmyopic stopping ruleone-parameter exponential familieslinear sampling cost

Mathematics Subject Classification ID

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

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Some aspects of Bayesian loss-robustness ⋮ Bayes sequential estimation for a time-transformed exponential model ⋮ On the normality a posteriori for exponential distributions, using the Bayesian estimation ⋮ Empirical Bayes sequential estimation fro exponential families: the untruncated component ⋮ Boundary crossing optimal stopping and optimal bayesian sequential declsion procedures ⋮ Sequential designs for estimating the product of paraeers ⋮ Bayes sequential estimation for an exponential family of processes: A discrete time approach ⋮ A.P.O. rules are asymptotically non deficient for estimation with squared error loss ⋮ Bayes Sequential Estimation Procedures in Exponential-Type Processes For a Polynomial Cost Function

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