Bayesian Credible Sets for a Binomial Proportion Based on One-Sample Binary Data Subject to One Type of Misclassification

Autor: Dewi Rahardja, Yan D. Zhao, Hongmei Zhang
Rok vydání: 2021
Předmět:
Zdroj: Journal of Data Science. 10:51-59
ISSN: 1683-8602
1680-743X
Popis: Interval estimation for the proportion parameter in one-sample misclassied binary data has caught much interest in the literature. Re- cently, an approximate Bayesian approach has been proposed. This ap- proach is simpler to implement and performs better than existing frequen- tist approaches. However, because a normal approximation to the marginal posterior density was used in this Bayesian approach, some eciency may be lost. We develop a closed-form fully Bayesian algorithm which draws a posterior sample of the proportion parameter from the exact marginal posterior distribution. We conducted simulations to show that our fully Bayesian algorithm is easier to implement and has better coverage than the approximate Bayesian approach.
Databáze: OpenAIRE