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Bayesian estimation of linear functionals in the case of multidimensional normal distribution

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Abstract

In this paper we describe an approach for the construction of the substitutional method of obtaining Bayesian estimators HB(f) for H(f). This method is used to obtain Bayesian estimators for the characteristic function, for moments of fixed orders and for the probability of linear inequalities in the case of a multivariate normal distribution.

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Authors and Affiliations

  1. Perm State University, Perm, Russia

    R. A. Abusev

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  1. R. A. Abusev
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Additional information

Reported at the XVI Seminar on Stability Problems for Stochastic Models, Eger, Hungary, 29 August — 3 September 1994. Received by the Editorial Board 15 April, 1995.

Proceedings of the XVII Seminar on Stability Problems for Stochastic Models, Kazan, Russian, 1995, Part II.

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Abusev, R.A. Bayesian estimation of linear functionals in the case of multidimensional normal distribution. J Math Sci 83, 346–351 (1997). https://doi.org/10.1007/BF02400917

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  • DOI: https://doi.org/10.1007/BF02400917

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