A comparative study of loss functions for bayesian control in mixture models

被引：3

作者：

Hasan, Taha ^{[1
]}

Ali, Sajid ^{[2
]}

Khan, Muhammad Farid ^{[1
]}

机构：

[1] Quaidi I Azam Univ, Artment Stat, Islamabad 45320, Pakistan

[2] Bocconi Univ, Dept Decis Sci, Milan, Italy

来源：

ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS | 2013年 / 6卷 / 02期

关键词：

Bayesian control in mixture; design of mixture experiments; Modified squared error loss function; optimization; Posterior risk; Precautionary loss function;

D O I：

10.1285/i20705948v6n2p175

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Berliner (1987) discussed the issue of controlling the output (response) towards the specified value by choosing the values for independent variables in a regression mixture model, taking it as a Bayesian Decision Problem. The quantification of the potential loss was done with the help of quadratic loss function, which was a symmetric loss function. We have tried to quantify this loss with the help of Precautionary Loss Function and Modified Squared Error Loss Function, in linear Scheffe (1958) mixture model and comparison is established between these loss function. Results are improved as compared to Berliner (1987).

引用

页码：175 / 185

页数：11

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