Effect of Nonnormality on Bayes Decision Function for Testing Normal Mean

  • Bansal, Ashok K. (Department of Mathematical Statistics, Faculty of Mathematics, University)
  • Published : 1979.06.01

Abstract

A zone of sensitivity is developed to investigate the effect of nonnormality on the Bayes decision function for testing mean of a normal population when either parent or prior belongs to Edgeworthian family of moderately nonnormal probability density functions.

Keywords

References

  1. Communications in Statistics v.7A no.5 Robustness of Bayes Estimator for the Mean on Normal Population with Nonnormal Prior Bansal,A.K.
  2. The Journal of the Korean Statistical Society v.Ⅶ no.1 Robustness of Bayes Forecast to Nonnormality Bansal,A.K.
  3. Biometrika v.49 A Further Look at Robustness via Bayes Theorem Box,G.E.P.;Tiao,G.C.
  4. Theory of Probability Jeffreys,H.