1. Robust Bayes Estimation
- Author
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Abdollah Bayati Eshkaftaki and Ahmad Parsian
- Subjects
Statistics and Probability ,Bayes' rule ,Bayes estimator ,Bayes' theorem ,Exponential family ,Prior probability ,Posterior probability ,Econometrics ,Applied mathematics ,Regret ,Conditional probability distribution ,Mathematics - Abstract
This article deals with robust Bayes estimation, namely Stable action, Conditional Gamma-Minimax action and Posterior Regret Gamma-Minimax action. We extend the results of Meczarski (1993) and obtain the exact actions in each case. The results are applied for a family of one-parameter exponential families introduced by Morris (1983) as an extension of the results of Boratynska (1997).
- Published
- 2011
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