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:: Volume 22, Issue 1 (12-2017) ::
Andishe 2017, 22(1): 63-72 Back to browse issues page
Bayesian sample size Determination Using a Scaled Exponential Utility Function According to Numerical Method
Masoud Ghasemi behjani * , Milad Asadzadeh
Abstract:   (4116 Views)

‎In this paper we propose a utility function and obtain the Bayese stimate and the optimum sample size under this utility function‎. ‎This utility function is designed especially to obtain the Bayes estimate when the posterior follows a gamma distribution‎. ‎We consider a Normal with known mean‎, ‎a Pareto‎, ‎an Exponential and a Poisson distribution for an optimum sample size under the proposed utility function‎, ‎so that minimizes the cost of sampling‎. ‎In this process‎, ‎we use Lindley cost function in order to minimize the cost‎. ‎Here‎, ‎because of the complicated form of computation‎, ‎we are unable to solve it analytically and use the mumerical methids to get the optimum sample size.

Keywords: ‎Pareto distribution‎, ‎Cost function‎, ‎Utility function‎, ‎Loss function‎, ‎Posterior Risk‎.
Full-Text [PDF 316 kb]   (1301 Downloads)    
Type of Study: Research | Subject: Special
Received: 2017/02/4 | Accepted: 2017/12/16 | Published: 2017/12/16
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ghasemi behjani M, asadzadeh M. Bayesian sample size Determination Using a Scaled Exponential Utility Function According to Numerical Method. Andishe 2017; 22 (1) :63-72
URL: http://andisheyeamari.irstat.ir/article-1-472-en.html


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Volume 22, Issue 1 (12-2017) Back to browse issues page
مجله اندیشه آماری Andishe _ye Amari
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