Abstract
This article deals with robust Bayes estimation, namely Stable action, Conditional Gamma-Minimax action and Posterior Regret Gamma-Minimax action. We extend the results of Meczarski (Citation1993) and obtain the exact actions in each case. The results are applied for a family of one-parameter exponential families introduced by Morris (Citation1983) as an extension of the results of Boratynska (Citation1997).
Mathematics Subject Classification:
Acknowledgements
The research of A. Parsian was supported by a grant of the Research Council of the University of Tehran.