The Bayes sequential estimation of a normal mean from delayed observations

Volume 33 / 2006

Alicja Jokiel-Rokita Applicationes Mathematicae 33 (2006), 275-282 MSC: Primary 62L12, 62L15; Secondary 62C10. DOI: 10.4064/am33-3-3

Abstract

The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.

Authors

  • Alicja Jokiel-RokitaInstitute of Mathematics and Computer Science
    Wroc/law University of Technology
    50-370 Wroc/law, Poland
    e-mail

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