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September, 1984 Bayes Double Sample Estimation Procedures
Arthur Cohen, Harold B. Sackrowitz
Ann. Statist. 12(3): 1035-1049 (September, 1984). DOI: 10.1214/aos/1176346719

Abstract

Bayes double sample procedures are given for estimating the mean of exponential family distributions. The distribution can be multiparameter and so the case of normal mean with unknown variance is included. Linear combination loss functions are usually assumed. Stein's double sample procedure, and other intuitive double sample procedures for estimating a binomial parameter, are studied. Recommendations are given, including guidelines for the size of the initial samples.

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Arthur Cohen. Harold B. Sackrowitz. "Bayes Double Sample Estimation Procedures." Ann. Statist. 12 (3) 1035 - 1049, September, 1984. https://doi.org/10.1214/aos/1176346719

Information

Published: September, 1984
First available in Project Euclid: 12 April 2007

zbMATH: 0543.62060
MathSciNet: MR751290
Digital Object Identifier: 10.1214/aos/1176346719

Subjects:
Primary: 62L12
Secondary: 62C10

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 3 • September, 1984
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