前序不可能性水平及其若干应用

Prequential Level of Impossibility with Some Applications

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1994
被引 14
ABS 4

中文导读

在Dawid的前序框架下,引入了一个量化概率理论与观测数据之间不一致程度的指标,并重新审视了关于拉普拉斯继承法则和贝叶斯规则前序效率的两个经典定理。

Abstract

SUMMARY Within Dawid's prequential framework we introduce a quantitative measure of disagreement between a probabilistic theory and observations. Using this measure we reconsider Howard's theorem on Laplace's rule of succession and Dawid's result on the prequential efficiency of the Bayesian rule.

计量经济学贝叶斯统计概率论数据挖掘