Bayesian multivariate normal analysis under balanced loss function.

N. Sanjari Farsipeur; A.  Asgharzadeh

Author(s)

N. Sanjari Farsipeur Department of Statistics, Shiraz University, Shiraz, Iran

A. Asgharzadeh Department of Statistics, Shiraz University, Shiraz, Iran

Abstract

In this paper the authors consider the Bayesian analysis of the multivariate normal distribution under balanced loss function. The Bayes estimators of the mean vector 0 and the covariance matrix S are obtained. The admissibility of cX +d for the mean vector is also studied.

Publication Details

Page(s) 231-240

DOI DOI not available

Published Journal: Pakistan Journal of Statistics, Volume: 19, Issue: 2, Year: 2003

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