关于有下界均值的贝叶斯可信区间的频率覆盖
统计理论
2008-11-13 v2 统计理论
摘要
对于估计对称且对数凹密度下的有下界位置参数或均值参数,我们研究了与截断平坦先验(截断到受限参数空间)相关的贝叶斯HPD可信集的频率表现。获得了各种新性质。具体而言,我们精确确定了最小覆盖出现的位置,并证明该最小覆盖介于和之间;下界(对于)改进了先前([9]; [8])建立的下界。给出了几个说明性例子。
引用
@article{arxiv.0809.1027,
title = {On the frequentist coverage of Bayesian credible intervals for lower bounded means},
author = {Éric Marchand and William E. Strawderman and Keven Bosa and Aziz Lmoudden},
journal= {arXiv preprint arXiv:0809.1027},
year = {2008}
}
备注
Published in at http://dx.doi.org/10.1214/08-EJS292 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)