Displaying similar documents to “Posterior Distributions for Non-Parametric Priors”

A procedure for ε-comparison of means of two normal distributions

Stanisław Jaworski, Wojciech Zieliński (2004)

Applicationes Mathematicae

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For two normal distributions N(μ₁,σ²) and N(μ₂,σ²) the problem is to decide whether |μ₁-μ₂|≤ ε for a given ε. Two decision rules are given: maximin and bayesian for σ² known and unknown.

The elementary theory of distributions (I)

Jan Mikusiński, Roman Sikorski

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CONTENTS Introduction........................................................................................................... 3 § 1. The abstraction principle............................................................................... 4 § 2. Fundamental sequences of continuous functions......................................... 5 § 3. The definition of distributions........................................................................ 9 § 4. Distributions as a generalization of...

A Bayesian look at nuisance parameters.

A. Philip Dawid (1980)

Trabajos de Estadística e Investigación Operativa

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The elimination of nuisance parameters has classically been tackled by various ad hoc devices, and has led to a number of attemps to define partial sufficiency and ancillarity. The Bayesian approach is clearly defined. This paper examines some classical procedures in order to see when they can be given a Bayesian justification.

Improving predictive distributions.

Morris H. DeGroot (1980)

Trabajos de Estadística e Investigación Operativa

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Consider a sequence of decision problems S, S, ... and suppose that in problem S the statistician must specify his predictive distribution F for some random variable X and make a decision based on that distribution. For example, X might be the return on some particular investment and the statistician must decide whether or not to make that investment. The random variables X, X, ... are assumed to be independent and completely unrelated. It is also assumed that each predictive distribution...

Unimodal contaminations in testing point null hypothesis.

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.