- Tytuł:
- Bayes optimal stopping of a homogeneous poisson process under linex loss function and variation in the prior
- Autorzy:
-
Męczarski, Marek
Zieliński, Ryszard - Powiązania:
- https://bibliotekanauki.pl/articles/1339171.pdf
- Data publikacji:
- 1997
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
prior distribution uncertainty
homogeneous Poisson process
LINEX loss function - Opis:
- A homogeneous Poisson process (N(t),t ≥ 0) with the intensity function m(t)=θ is observed on the interval [0,T]. The problem consists in estimating θ with balancing the LINEX loss due to an error of estimation and the cost of sampling which depends linearly on T. The optimal T is given when the prior distribution of θ is not uniquely specified.
- Źródło:
-
Applicationes Mathematicae; 1996-1997, 24, 4; 457-463
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł