Bayes optimal stopping of a homogeneous poisson process under linex loss function and variation in the prior
Męczarski, Marek ; Zieliński, Ryszard
Applicationes Mathematicae, Tome 24 (1997), p. 457-463 / Harvested from The Polish Digital Mathematics Library
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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.

Publié le : 1997-01-01
EUDML-ID : urn:eudml:doc:219185 
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     title = {Bayes optimal stopping of a homogeneous poisson process under linex loss function and variation in the prior},
     journal = {Applicationes Mathematicae},
     volume = {24},
     year = {1997},
     pages = {457-463},
     zbl = {0890.62065},
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Męczarski, Marek; Zieliński, Ryszard. Bayes optimal stopping of a homogeneous poisson process under linex loss function and variation in the prior. Applicationes Mathematicae, Tome 24 (1997) pp. 457-463. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv24i4p457bwm/

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