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December, 1972 Bayes Estimation of the Mixing Distribution, The Discrete Case
Glen Meeden
Ann. Math. Statist. 43(6): 1993-1999 (December, 1972). DOI: 10.1214/aoms/1177690872

Abstract

Let $X_1, X_2, \cdots$ be independent identically distributed random variables taking on values in the positive integers with a family of possible probability distributions indexed by $G \in \mathscr{G}$, the class of all probability distribution functions on $\lbrack 0, + \infty)$. Under the assumption that the family is identifiable we wish to estimate the true but unknown $G_0$. This is done by constructing a prior probability distribution on $\mathscr{G}$ and showing that the Bayes estimate corresponding to the prior is consistent.

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Glen Meeden. "Bayes Estimation of the Mixing Distribution, The Discrete Case." Ann. Math. Statist. 43 (6) 1993 - 1999, December, 1972. https://doi.org/10.1214/aoms/1177690872

Information

Published: December, 1972
First available in Project Euclid: 27 April 2007

zbMATH: 0252.62026
MathSciNet: MR350943
Digital Object Identifier: 10.1214/aoms/1177690872

Rights: Copyright © 1972 Institute of Mathematical Statistics

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Vol.43 • No. 6 • December, 1972
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