We characterize the distributions of posterior quantiles under a given prior. Unlike the distributions of posterior means, which are known to be mean-preserving contractions of the prior, the distributions of a posterior quantile coincide with a first-order stochastic dominance interval bounded...

In this study, we deal with the hypothesis testing problem of Poisson distributed data. The purpose of the test is to determine whether two collections of discrete data have the same Poisson rate. We review and compare several frequientist and Bayesian methods that deal with the problem, such as...

In this paper, the geometric distribution parameter is estimated under a type-I censoring scheme by means of the Bayesian estimation approach. The Beta and Kumaraswamy informative priors, as well as five loss functions are used for this purpose. Expressions of Bayes estimators and Bayes risks...