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A Simple Bayesian Estimation Problem with Laplace Disturbances and Absolute-Error Loss Function–Solution

Published online by Cambridge University Press:  11 February 2009

Abstract

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Type
Solutions
Copyright
Copyright © Cambridge University Press 1991

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References

REFERENCES

1.Laplace, P.S., Mémoire sur la probabilité des causes par les événements. Mémoires de I' Académie Royale des Sciences de Paris 6 (1774): 621657. Reprinted in his Oeuvres, Vol.Google Scholar
2.Stigler, S.M.Laplace's 1774 memoir on inverse probability. Statistical Science 1 (1986):CrossRefGoogle Scholar