Bayesian Estimation

  • Robert W. Keener
Part of the Springer Texts in Statistics book series (STS)


As mentioned in Section 3.1, a comparison of two estimators from their risk functions will be inconclusive whenever the graphs of these functions cross. This difficulty will not arise if the performance of an estimator is measured with a single number. In a Bayesian approach to inference the performance of an estimator d is judged by a weighted average of the risk function, specifically by
$$\int R(0, \mathit{\delta})d \mathit{\Lambda}(\theta),$$
where Λ is a specified probability measure on the parameter space Ω.


Utility Function Prior Distribution Bayesian Model Success Probability Risk Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer New York 2009

Authors and Affiliations

  • Robert W. Keener
    • 1
  1. 1.Department of StatisticsUniversity of MichiganAnn ArborUSA

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