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The Bayes Estimators of the Variance and Scale Parameters of the Normal Model With a Known Mean for the Conjugate and Noninformative Priors Under Stein’s Loss
For the normal model with a known mean, the Bayes estimation of the variance parameter under the conjugate prior is studied in Lehmann and Casella (1998) and Mao and Tang (2012). However, they only calculate the Bayes estimator with respect to a conjugate prior under the squared error loss function....
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Frontiers Media S.A.
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8763389/ https://www.ncbi.nlm.nih.gov/pubmed/35047768 http://dx.doi.org/10.3389/fdata.2021.763925 |