Sufficiency in bayesian models

Konrad Furmańczyki; Wojciech Niemiro

Applicationes Mathematicae (1998)

  • Volume: 25, Issue: 1, page 113-120
  • ISSN: 1233-7234

Abstract

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We consider some fundamental concepts of mathematical statistics in the Bayesian setting. Sufficiency, prediction sufficiency and freedom can be treated as special cases of conditional independence. We give purely probabilistic proofs of the Basu theorem and related facts.

How to cite

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Furmańczyki, Konrad, and Niemiro, Wojciech. "Sufficiency in bayesian models." Applicationes Mathematicae 25.1 (1998): 113-120. <http://eudml.org/doc/219189>.

@article{Furmańczyki1998,
abstract = {We consider some fundamental concepts of mathematical statistics in the Bayesian setting. Sufficiency, prediction sufficiency and freedom can be treated as special cases of conditional independence. We give purely probabilistic proofs of the Basu theorem and related facts.},
author = {Furmańczyki, Konrad, Niemiro, Wojciech},
journal = {Applicationes Mathematicae},
keywords = {sufficiency; connditional independence; Bayesian models; prediction sufficiency; freedom; conditional independence},
language = {eng},
number = {1},
pages = {113-120},
title = {Sufficiency in bayesian models},
url = {http://eudml.org/doc/219189},
volume = {25},
year = {1998},
}

TY - JOUR
AU - Furmańczyki, Konrad
AU - Niemiro, Wojciech
TI - Sufficiency in bayesian models
JO - Applicationes Mathematicae
PY - 1998
VL - 25
IS - 1
SP - 113
EP - 120
AB - We consider some fundamental concepts of mathematical statistics in the Bayesian setting. Sufficiency, prediction sufficiency and freedom can be treated as special cases of conditional independence. We give purely probabilistic proofs of the Basu theorem and related facts.
LA - eng
KW - sufficiency; connditional independence; Bayesian models; prediction sufficiency; freedom; conditional independence
UR - http://eudml.org/doc/219189
ER -

References

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  1. J. R. Barra (1971), Notions fondamentales de statistique mathématique, Dunod, Paris. Zbl0257.62004
  2. D. Basu (1953), On statistics independent of a complete sufficient statistic, Sankhyā 15, 377-380 and 20 (1958), 223-226. Zbl0068.13401
  3. Y. S. Chow and H. Teicher (1988), Probability Theory. Independence, Interchangeability, Martingales, Springer. Zbl0652.60001
  4. K. R. Parthasarathy (1980), Introduction to Probability and Measure. Zbl0395.28001
  5. K. Takeuchi and M. Takahira (1975), Characterizations of prediction sufficiency (adequacy) in terms of risk functions, Ann. Statist. 3, 1018-1024. Zbl0333.62010
  6. E. N. Torgensen (1977), Prediction sufficiency when the loss function does not depend on the unknown parameter, ibid. 5, 155-163. 
  7.  

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