## The Annals of Statistics

- Ann. Statist.
- Volume 3, Number 3 (1975), 736-740.

### A Note on Some Bayesian Nonparametric Estimates

#### Abstract

With respect to a general quadratic loss function, the Bayes rule for the mean of a probability distribution of unknown form is obtained, in the class of linear functions of the sample. The associated Bayes risk is also obtained. A number of recent results in the literature are shown to be direct corollaries of this result, and applications are given for the empirical distribution function of the sample.

#### Article information

**Source**

Ann. Statist., Volume 3, Number 3 (1975), 736-740.

**Dates**

First available in Project Euclid: 12 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aos/1176343138

**Digital Object Identifier**

doi:10.1214/aos/1176343138

**Mathematical Reviews number (MathSciNet)**

MR413312

**Zentralblatt MATH identifier**

0325.62031

**JSTOR**

links.jstor.org

#### Citation

Goldstein, M. A Note on Some Bayesian Nonparametric Estimates. Ann. Statist. 3 (1975), no. 3, 736--740. doi:10.1214/aos/1176343138. https://projecteuclid.org/euclid.aos/1176343138