Repository of Research and Investigative Information

Repository of Research and Investigative Information

Ahvaz Jundishapur University of Medical Sciences

Unbiasedness as the dual of being bayes

Noorbaloochi, S. and Meeden, G. (1983) Unbiasedness as the dual of being bayes. Journal of the American Statistical Association, 78 (383). pp. 619-623. ISSN 01621459 (ISSN)

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Abstract

In this note we define the notion of unbiasedness for a decision function for an arbitrary loss function. This is a generalization of Lehmann’s (1951) definition. We show that this notion of unbiasedness is a dual to the notion of being Bayes; that is, if the role of the random variable and the parameter is interchanged, then unbiasedness is equivalent to being Bayes and vice versa. Some consequences of this fact are discussed. © 1983 Taylor & Francis Group, LLC.

Item Type: Article
Keywords: Bayes Loss function Unbiasedness
Subjects: R Medicine > R Medicine (General)
Divisions: Faculty of Medicine, Health and Life Sciences
Depositing User: مهندس مهدی شریفی
Last Modified: 01 Jun 2018 13:14
URI: http://eprints.ajums.ac.ir/id/eprint/19798

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