On the coverage probability of confidence sets based on a prior distribution
Charles M. Stein (1985)
Banach Center Publications
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Charles M. Stein (1985)
Banach Center Publications
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M. Mercè Claramunt, M. Teresa Mármol, Ramón Lacayo (2005)
SORT
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In this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk process with interocurrence times of Erlangian type. We focus our analysis on the probability that the process of surplus reaches a certain level before ruin occurs, χ(u,b). Our main contribution is the generalization obtained in the computation of χ(u,b) for the case of...
W. Klonecki (1967)
Colloquium Mathematicae
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Andrew Rukhin (1997)
Applicationes Mathematicae
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The so-called ϕ-divergence is an important characteristic describing "dissimilarity" of two probability distributions. Many traditional measures of separation used in mathematical statistics and information theory, some of which are mentioned in the note, correspond to particular choices of this divergence. An upper bound on a ϕ-divergence between two probability distributions is derived when the likelihood ratio is bounded. The usefulness of this sharp bound is illustrated by several...
Irving John Good (1980)
Trabajos de Estadística e Investigación Operativa
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A standard tecnique in subjective Bayesian methodology is for a subject (you) to make judgements of the probabilities that a physical probability lies in various intervals. In the Bayesian hierarchical technique you make probability judgements (of a higher type, order, level or stage) concerning the judgements of lower type. The paper will outline some of the history of this hierarchical technique with emphasis on the contributions by I. J. Good because I have read every word written...
Giulianella Colleti, Romano Scozzafava (1998)
Kybernetika
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In this paper we point out the lack of the classical definitions of stochastical independence (particularly with respect to events of 0 and 1 probability) and then we propose a definition that agrees with all the classical ones when the probabilities of the relevant events are both different from 0 and 1, but that is able to focus the actual stochastical independence also in these extreme cases. Therefore this definition avoids inconsistencies such as the possibility that an event ...
Giulianella Coletti (1996)
Mathware and Soft Computing
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In this paper we present an overview of mathematical models for handling partial entailments and their extensions in a probabilistic frame.
M. Fisz (1955)
Studia Mathematica
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Miguel Angel Gómez-Villegas, Luís Sanz (2003)
RACSAM
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The problem of testing a point null hypothesis from the Bayesian perspective is considered. The uncertainties are modelled through use of ε?contamination class with the class of contaminations including: i) All unimodal distributions and ii) All unimodal and symmetric distributions. Over these classes, the infimum of the posterior probability of the point null hypothesis is computed and compared with the p?value and a better approach than the one known is obtained.