University of Illinois at Urbana-Champaign
Complete classes of two-stage estimation procedures for certain finite sample problems
Abstract
dc:descriptionTwo-stage Bayes procedures, also known as Bayes double sample procedures, for estimating the mean of exponential family distributions are given by Cohen and Sackrowitz (1984). In their study, they develop double sample Bayes estimation procedures for the mean of exponential family distributions with respect to conjugate prior distributions. The procedures consist of stating $n\sb1$, the size of the first sample; $n\sb2$, the size of the second sample which depends on the data from the first sample; and finally the point estimate, which depends on the combined sample. The loss functions usually are linear combinations of loss due to terminal decision and loss due to sampling. They find the optimal second sample size as well as the optimal first sample size.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Statistics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2011
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Lee, Albert Fu-Yuan
- Contributors dc:contributor
-
- Marden, John I.
Subjects
dc:subject × 1Rights
dc:rights- Statement dc:rights
-
- Copyright 1990 Lee, Albert Fu-Yuan
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
-
AAI9114307
(UMI)AAI9114307 - OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/20431