Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 64, No. 3 (Dec., 2002), pp. 239-266 (28 pages) A comparison between Bayes and classical estimators was executed by Samaniego and ...
We analyze posterior distributions of the moving average parameter in the first-order case and sampling distributions of the corresponding maximum likelihood estimator. Sampling distributions "pile up ...
This book, “Statistical Modeling and Computation,” provides a unique introduction to modern statistics from both classical and Bayesian perspectives. It also offers an integrated treatment of ...