Bayes Estimation of the Mixing Distribution, The Discrete Case
Meeden, Glen
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1993-1999 / Harvested from Project Euclid
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.
Publié le : 1972-12-14
Classification: 
@article{1177690872,
     author = {Meeden, Glen},
     title = {Bayes Estimation of the Mixing Distribution, The Discrete Case},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1993-1999},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177690872}
}
Meeden, Glen. Bayes Estimation of the Mixing Distribution, The Discrete Case. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1993-1999. http://gdmltest.u-ga.fr/item/1177690872/