Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Robustness of Predictive Density and Optimal Treatment Allocation to Non-Normal Prior for The Mean

  • Bansal, Ashok K. (Department of Statistics, University of Delhi, Delhi, India) ;
  • Sinha, Pankaj (Department of Statistics, University of Delhi, Delhi, India)
  • Published : 1993.12.01
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Abstract

The predictive density function of a potential future observation and its first four moments are obtained in this paper to study the effects of a non-normal prior of the unknown mean of a normal population. The derived predictive density function is modified to study changes in utility curves, used to choose the optimum treatment from a given set of treatments, at a given level of stimulus due to slight deviations from normality of the prior distribution. Numerical illustrations are provided to exhibit some effectsl.

Keywords

References

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