Bayesian sample size determination for the bounded linex loss function

Autor:	L. I. Pettit, A. F. M. Saiful Islam
Rok vydání:	2013
Předmět:	Statistics and Probability Applied Mathematics Bayesian probability Posterior probability Posterior risk Sampling (statistics) Function (mathematics) Sample size determination Modeling and Simulation Bounded function Statistics Applied mathematics Statistics Probability and Uncertainty Mathematics
Zdroj:	Journal of Statistical Computation and Simulation. 84:1644-1653
ISSN:	1563-5163 0094-9655
DOI:	10.1080/00949655.2012.757766
Popis:	In this paper, we discuss optimum sample size determination for a bounded linex loss function (blinex). The linex loss function is often used when losses are asymmetric, but it has the disadvantage that it can only be used if the moment-generating function of the posterior distribution exists. Blinex loss has the advantage that it can always be calculated. Also many authors have argued that a bounded loss function is to be preferred. We have obtained the optimum sample size for a number of distributions when the cost of sampling is linear. The form of the posterior risk function does not allow an analytical solution so simulation is necessary.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ce51e1b061b02191341f20c0f2b63c24 https://doi.org/10.1080/00949655.2012.757766 Zobrazit plný text záznamu