Bayes Estimates Under Bounded Loss

SUMMARY Regions conitaining all possible Bayes estimates under certain classes of bounded loss functions are given for many standard distributions. The properties of such regions are studied in depth for general classes of posterior distributions. Estimators are proposed that replace the posterior mean.

Related Organizations

University College London
United Kingdom

Keywords

bounded loss function, convex utility, Bayesian inference, decision interval, Point estimation, sample mean, Bayes estimator, Bayesian problems; characterization of Bayes procedures

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