Statistical Inference with Data Augmentation and Parameter Expansion
Statistics Theory
2015-12-04 v1 Statistics Theory
Abstract
Statistical pragmatism embraces all efficient methods in statistical inference. Augmentation of the collected data is used herein to obtain representative population information from a large class of non-representative population's units. Parameter expansion of a probability model is shown to reduce the upper bound on the sum of error probabilities for a test of simple hypotheses, and a measure, R, is proposed for the effect of activating additional component(s) in the sufficient statistic.
Cite
@article{arxiv.1512.00847,
title = {Statistical Inference with Data Augmentation and Parameter Expansion},
author = {Yannis G. Yatracos},
journal= {arXiv preprint arXiv:1512.00847},
year = {2015}
}