JOURNAL ARTICLE
Bayes sequential estimation procedures for exponential-type processes
Year: 1994 Journal: Applicationes Mathematicae Vol: 22 (3)Pages: 311-320 Publisher: Institute of Mathematics, Polish Academy of Sciences
Abstract
The Bayesian sequential estimation problem for an exponential family of processes is considered. Using a weighted square error loss and observing cost involving a linear function of the process, the Bayes sequential procedures are derived.
Keywords:
Bayes' theorem Sequential estimation Exponential family Mathematics Bayes estimator Exponential function Bayesian probability Estimation Applied mathematics Exponential distribution Statistics Function (biology) Mathematical optimization
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Topics
Advanced Statistical Process Monitoring
Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty
Fault Detection and Control Systems
Physical Sciences → Engineering → Control and Systems Engineering
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
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