Let X=(X₁,..., Xₙ) be a sample from a distribution with density f(x;θ), θ ∈ Θ ⊂ ℝ. In this article the Bayesian estimation of the parameter θ is considered. We examine whether the Bayes estimators of θ are pointwise ordered when the prior distributions are partially ordered. Various cases of loss function are studied. A lower bound for the survival function of the normal distribution is obtained.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am40-4-1,
author = {Piotr Boles\l aw Nowak},
title = {Monotonicity of Bayes estimators},
journal = {Applicationes Mathematicae},
volume = {40},
year = {2013},
pages = {393-404},
zbl = {1282.62053},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am40-4-1}
}
Piotr Bolesław Nowak. Monotonicity of Bayes estimators. Applicationes Mathematicae, Tome 40 (2013) pp. 393-404. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am40-4-1/