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

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Description

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.

Journal

  • RIMS Kokyuroku

    RIMS Kokyuroku 2221 1-13, 2022-06

    京都大学数理解析研究所

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Details 詳細情報について

  • CRID
    1050294113707973248
  • NII Book ID
    AN00061013
  • HANDLE
    2433/277163
  • ISSN
    18802818
  • Text Lang
    en
  • Article Type
    departmental bulletin paper
  • Data Source
    • IRDB

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