Attainments of the Bayesian information bounds for the escort distribution (Bayesian approaches and statistical inference)

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説明

We show some necessary and sufficient conditions for the attainment of the Borovkov-Sakhanenko and van Trees Bayesian information bounds when the underlying distribution is the escort distribution of an exponential family and the conjugate or the Jeffreys prior. In this paper we consider the case where the order of the escort distribution is a constant and the parameter of exponential family is a random variable. Some examples attaining the bounds are also given.

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詳細情報 詳細情報について

  • CRID
    1050294113707973248
  • NII書誌ID
    AN00061013
  • HANDLE
    2433/277163
  • ISSN
    18802818
  • 本文言語コード
    en
  • 資料種別
    departmental bulletin paper
  • データソース種別
    • IRDB

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