Záznamy o publikaci.
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Doktorandský týden '97.
| Autor | Michal Friesl |
| Název | Sensitivity and application of credibility |
| Vydáno | WDS'97 Proceedings of contributed papers,
Faculty of Mathematics and Physics, Charles University, Prague,
1997, pp. 79--82 |
| Abstract | Credibility theory is closely related to Bayesian statistics.
Assuming conjugate prior density for parameters of
the Koziol-Green model with exponential distribution, the
sensitivity of the exact credibility formula for reliability
function to changes in parameters of the density is explored
by deficiency using asymptotic expansion of integrated Bayesian
risk. |
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