二项分布参数先验分布的两种启发方法的比较

A Comparison of Two Elicitation Methods for a Prior Distribution for a Binomial Parameter

Management Science · 1988
被引 40
人大 A+FT50UTD24ABS 4*

中文导读

比较了二项抽样模型中共轭贝塔分布超参数的两种启发方法,提出一种新方法,并通过模拟分析其对启发误差的敏感性。

Abstract

This paper compares two methods of elicitation for the hyperparameters of the conjugate beta distribution for a binomial sampling model. The PM (posterior mode) method of Chaloner and Duncan appears to be more sensitive to elicitation errors than does a new method proposed here. This new method uses the device of imaginary results, due to I. J. Good (Good, I. J. 1967. A Bayesian significance test for multinomial distributions. JRSSB 29 399–431 (with discussion).). An explicit model for elicitation errors is used in a simulation.

贝叶斯先验分布二项分布参数先验启发方法共轭贝塔分布