Abstract

Let $X_1, X_2, \cdots$ be independent identically distributed random variables taking on values in the positive integers with a family of possible probability distributions indexed by $G \in \mathscr{G}$, the class of all probability distribution functions on $\lbrack 0, + \infty)$. Under the assumption that the family is identifiable we wish to estimate the true but unknown $G_0$. This is done by constructing a prior probability distribution on $\mathscr{G}$ and showing that the Bayes estimate corresponding to the prior is consistent.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.