Download e-book for kindle: A Bayesian procedure for the sequential estimation of the by Marcus R.

By Marcus R.

Show description

Read Online or Download A Bayesian procedure for the sequential estimation of the mean of a negative-binomial distribution PDF

Similar probability books

Download e-book for iPad: Stochastic Petri nets: an introduction to the theory by Falko Bause, Pieter S. Kritzinger

Bause F. , Kritzinger P. S. Stochastic Petri Nets (Friedrich Vieweg & Sohn Verlag, 2002)(ISBN 3528155353)

Download e-book for iPad: Linear statistical models by James H. Stapleton

Linear Statistical types built and subtle over a interval of two decades, the fabric during this e-book deals an extremely lucid presentation of linear statistical types. those types result in what's frequently referred to as "multiple regression" or "analysis of variance" technique, which, in flip, opens up a variety of functions to the actual, organic, and social sciences, in addition to to company, agriculture, and engineering.

Extra info for A Bayesian procedure for the sequential estimation of the mean of a negative-binomial distribution

Example text

This limit relation holds because of the following estimates: kn ]log(l'1"~4)(x') K sup l(jgkn ~" 11 - ~ n j ( X ' ) ~ k~ - log e ( ~ n j ) ( x ' ) [ I1 - ^ pnj (x')1 i= 4 h f and k. n )J ( B + c) k,. 9 Theorem. ,k n be array of probability measures on E+. Let further F be a Radon measure on E+ with inf(1,1xlP)F(dx)

S. convergence of ~ the ~Yk" If T = IR+ and if all measures ~t are concentrated on E+ then we have for every constant c>o and tp s ~ o ~,. qxl p ~t(dx) =~ Ln,,u,c] llx+YllP~s(dX)~t_s(dY)~ ~ ~x~ p ~s(dX). u,~U,c3 Hence we get lira sup~ "'~ if Nx~ p ~ s ( d X ) ~ s~r [i~U~-3 l~xl~ p ~ r ( d X ) ~ . U>"] Since = I "xUPP~'(~'~=4Yk)(dx) the LP-convergence of the series ~ ~Yk now follows. I Remarks. I. Let (X,~',~) be a measure space, and let G be the Banach lattice of all bounded 7-_measurable functions.

The canonical imbedding of F~ into F ~ and the canonical projection of F ~ onto F~ Y resp. On the set algebra y~ we can define the set function ~ in setting ~(A):= ~ ( B ) if B~(F~) and A=~-I(B). e. we have defined our probability space (~,~,P). 3S T(y~... For all y~S we now put ~y := Then we have surely ~y(P! ,yn)s ~H the sequence (~Yi)iGi~n is independent. e. (i) and (ii) are satisfied. Now suppose that the additional assumptions of the theorem hold. A ~-~yk + ~ y - ~ y k for any sequence (yn) in S such that (YI'''''Yn)~ ~ for all n and K y = sup~=4 Yke S.

Download PDF sample

A Bayesian procedure for the sequential estimation of the mean of a negative-binomial distribution by Marcus R.


by Steven
4.2

Rated 4.38 of 5 – based on 31 votes