The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model

DOI10.1080/00949655.2017.1343332zbMath1492.62055OpenAlexW2728696443MaRDI QIDQ5106970

Wen-He Song, Yuhan Xie, Mingqin Zhou, Ying-Ying Zhang

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1343332

zbMATH Keywords

Bayes rulebeta-binomial modelposterior expected lossrestricted parameter space \((0,1)\)power-log loss function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (4)

Three strings of inequalities among six Bayes estimators ⋮ The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model ⋮ The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function ⋮ The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function

Uses Software

• R
• rgl

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