Dynamics of Bayes estimates for the rate of poisson processes with gamma priors and convex loss

Robert F. Anderson

Statistics & Probability Letters, 1984, vol. 2, issue 3, 147-157

Abstract: Let d[gamma](k(t), t) be the Bayes estimate of the rate of a Poisson process with Gamma prior and loss function [gamma] - d[gamma], l [less-than-or-equals, slant] [gamma] 2 with respect to .

Keywords: Bayes; estimates; Poisson; processes; martingales (search for similar items in EconPapers)
Date: 1984
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