Codice | MOX28 |
Titolo | A game between two Bayesians for estimating the mean of a Gaussian distribution |
Data | 2003-10-10 |
Autore/i | Secchi, Piercesare |
Link | Download full text |
Abstract | Two Bayesian players are engaged in a multi-stage competition where the final goal for each of them is to estimate the mean $ mu$ of a Normal distribution $ mathcal{N}$ with variance equal to 1, minimizing the total costs due to sampling and variance of the posterior distribution of $ mu$. |
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