A game between two Bayesians for estimating the mean of a Gaussian distribution

Code:
MOX28
Title:
A game between two Bayesians for estimating the mean of a Gaussian distribution
Date:
Friday 10th October 2003
Author(s):
Secchi, Piercesare
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Abstract:
Two Bayesian players are engaged in a multi-stage competition where the final goal for each of them is to estimate the mean $ mu$ of a Normal distribution $ mathcal{N}$ with variance equal to 1, minimizing the total costs due to sampling and variance of the posterior distribution of $ mu$.