Intrinsic Bayesian inference on a Poisson rate and on the ratio of two Poisson rates
| Autor: | Stéphane Laurent |
|---|---|
| Přispěvatelé: | Institut de Recherche Mathématique Avancée (IRMA), Université de Strasbourg (UNISTRA)-Centre National de la Recherche Scientifique (CNRS) |
| Jazyk: | angličtina |
| Rok vydání: | 2012 |
| Předmět: |
Statistics and Probability
Bayesian probability Bayesian inference Poisson distribution 01 natural sciences Reference prior 010104 statistics & probability symbols.namesake [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 0502 economics and business Prior probability Statistics Applied mathematics 050207 economics 0101 mathematics Mathematics Statistical hypothesis testing Bayes estimator Intrinsic Discrepancy Applied Mathematics 05 social sciences Function (mathematics) [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH] 16. Peace & justice 62F15 62F25 62F03 62C10 94A17 Bayesian statistics Intrinsic loss Hypothesis testing symbols Statistics Probability and Uncertainty |
| Zdroj: | Journal of Statistical Planning and Inference Journal of Statistical Planning and Inference, Elsevier, 2012, doi:10.1016/j.jspi.2012.02.040. ⟨10.1016/j.jspi.2012.02.040⟩ |
| ISSN: | 0378-3758 1873-1171 |
| DOI: | 10.1016/j.jspi.2012.02.040. |
| Popis: | International audience; Our purpose is to explore the intrinsic Bayesian inference on the rate of a Poisson distribution and on the ratio of the rates of two independent Poisson distributions, with the natural conjugate family of priors in the first case and the semi-conjugate family of priors defined by Laurent & Legrand (2011) in the second case. Intrinsic Bayesian inference is derived from the Bayesian decision theory framework based on the intrinsic discrepancy loss function. We cover in particular the case of some objective Bayesian procedures suggested by Bernardo when considering reference priors. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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