Simultaneous prediction of independent Poisson observables
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
Simultaneous predictive distributions for independent Poisson observables are investigated. A class of improper prior distributions for Poisson means is introduced. The Bayesian predictive distributions based on priors from the introduced class are shown to be admissible under the Kullback-Leibler loss. A Bayesian predictive distribution based on a prior in this class dominates the Bayesian predictive distribution based on the Jeffreys prior.
Cite
@article{arxiv.math/0410094,
title = {Simultaneous prediction of independent Poisson observables},
author = {Fumiyasu Komaki},
journal= {arXiv preprint arXiv:math/0410094},
year = {2007}
}
Comments
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/009053604000000445