Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Robust Bayesian Inference in Finite Population Sampling under Balanced Loss Function

  • Kim, Eunyoung (Department of Statistics, Kyungpook National University) ;
  • Kim, Dal Ho (Department of Statistics, Kyungpook National University)
  • Received : 2014.03.30
  • Accepted : 2014.05.08
  • Published : 2014.05.31
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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.

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References

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