Corpus ID: 85459611

Bayesian estimation of a decreasing density

@article{Jongbloed2018BayesianEO,
  title={Bayesian estimation of a decreasing density},
  author={G. Jongbloed and F. V. Meulen and L. Pang},
  journal={arXiv: Statistics Theory},
  year={2018}
}
Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical applications and has gained quite some attention in the statistical literature. It is well known that the maximum likelihood estimator is inconsistent at zero. This has led several authors to propose alternative estimators which are consistent. As any decreasing… Expand
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References

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