A note on the posterior risk of the entropy loss function

DOI10.1016/J.APM.2023.01.009zbMath1510.62137OpenAlexW4313856738MaRDI QIDQ6039468

Ming Han

Publication date: 5 May 2023

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2023.01.009

zbMATH Keywords

Monte Carlo simulationBayesian estimationMCMC methodposterior riskentropy loss function

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites Work

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• ON BAYESIAN ANALYSIS OF BINOMIAL RELIABILITY GROWTH
• A study on the effect of the loss function on Bayesian estimation and posterior risk of binomial distribution
• E-Bayesian estimations of the reliability and its E-posterior risk under different loss functions
• The E-Bayesian and hierarchical Bayesian estimations of Pareto distribution parameter under different loss functions
• On the Bayesian estimation of the weighted Lindley distribution

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