Computing Bayesian predictive distributions: The K-square and K-prime distributions
统计理论
2007-06-13 v1 统计理论
摘要
The computation of two Bayesian predictive distributions which are discrete mixtures of incomplete beta functions is considered. The number of iterations can easily become large for these distributions and thus, the accuracy of the result can be questionable. Therefore, existing algorithms for that class of mixtures are improved by introducing round-off error calculation into the stopping rule. A further simple modification is proposed to deal with possible underflows that may prevent recurrence to work properly.
引用
@article{arxiv.math/0611419,
title = {Computing Bayesian predictive distributions: The K-square and K-prime distributions},
author = {Jacques Poitevineau and Bruno Lecoutre},
journal= {arXiv preprint arXiv:math/0611419},
year = {2007}
}