Bayesian sample size Determination Using a Scaled Exponential Utility Function According to Numerical Method

ýIn this paper we propose a utility function and obtain the Bayese stimate and the optimum sample size under this utility functioný. ýThis utility function is designed especially to obtain the Bayes estimate when the posterior follows a gamma distributioný. ýWe consider a Normal with known meaný, ýa Paretoý, ýan Exponential and a Poisson distribution for an optimum sample size under the proposed utility functioný, ýso that minimizes the cost of samplingý. ýIn this processý, ýwe use Lindley cost function in order to minimize the costý. ýHereý, ýbecause of the complicated form of computationý, ýwe are unable to solve it analytically and use the mumerical methids to get the optimum sample size.