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A class of loss functions of catenary form |
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| Authors: | D. E. Raeside R. J. Owen |
| Affiliation: | (1) The University of Michigan, Ann Arbor, Michigan;(2) Present address: Department of Radiological Sciences, University of Oklahoma Health Sciences Center, Oklahoma City, Oklahoma;(3) Present address: Department of Statistics, University College of Wales, Penglais, Aberyst-wyth, Wales, UK |
| Abstract: | The catenary form of loss function is considered in the framework of Bayesian decision theory. The mathematical tractability of this form seems to be unrecognized; it contains quadratic loss as a limiting case. For various probability distributions expressions are given for posterior analysis, and limiting properties are investigated. |
| Keywords: | Parameter estimation Bayesian estimation theory loss functions non-mean-square error criterion quadratic loss function |
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