On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator
Copyright policy )On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator
Optimality results for three interesting Bayesian estimation problems are presented in this paper: the estimation of the sampling distribution for the squared total variation function, the estimation of the density for the ‐squared loss function and the estimation of a real distribution function for the ‐squared loss function. The posterior predictive distribution provides the solution to these problems. Some examples are presented to illustrate it.
Parametric inference, Statistical decision theory, Statistics, G.3, Bayesian estimation of the sampling distribution, Mathematics - Statistics Theory, Statistics Theory (math.ST), Bayesian density estimation, posterior predictive distribution, FOS: Mathematics, Primary: 62F15, 62G07, Secondary: 62C10
Parametric inference, Statistical decision theory, Statistics, G.3, Bayesian estimation of the sampling distribution, Mathematics - Statistics Theory, Statistics Theory (math.ST), Bayesian density estimation, posterior predictive distribution, FOS: Mathematics, Primary: 62F15, 62G07, Secondary: 62C10
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