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Robust Bayesian Inference in Finite Population Sampling under Balanced Loss Function
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 Title & Authors
Robust Bayesian Inference in Finite Population Sampling under Balanced Loss Function
Kim, Eunyoung; Kim, Dal Ho;
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 Abstract
In this paper we develop Bayes and empirical Bayes estimators of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation under the balanced loss function. We compare the performance of the optimal Bayes estimator with ones of the classical sample mean and the usual Bayes estimator under the squared error loss with respect to the posterior expected losses, risks and Bayes risks when the underlying distribution is normal as well as when they are binomial and Poisson.
 Keywords
Balanced loss function;Bayes risk;empirical Bayes;finite population mean;posterior expected loss;posterior linearity;risk function;
 Language
English
 Cited by
1.
Bayes Prediction of Poisson Regression Superpopulation Mean with A Non-Gamma Prior, Communications in Statistics - Theory and Methods, 2016, 00  crossref(new windwow)
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