Sufficiency in bayesian models

• Autorzy: Konrad Furmańczyki , Wojciech Niemiro
• Języki publikacji: EN

Abstrakty

EN

We consider some fundamental concepts of mathematical statistics in the Bayesian setting. Sufficiency, prediction sufficiency and freedom can be treated as special cases of conditional independence. We give purely probabilistic proofs of the Basu theorem and related facts.

Słowa kluczowe

EN

sufficiency; connditional independence; Bayesian models; prediction sufficiency; freedom

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1998-1999
• Tom: 25
• Numer: 1
• Strony: 113-120

Daty

wydano

1998

otrzymano

1997-05-14

Twórcy

autor

Konrad Furmańczyki

• Institute of Applied Mathematics, Warsaw University, Banacha 2, 02-097 Warszawa, Poland

autor

Wojciech Niemiro

• Institute of Applied Mathematics, Warsaw University, Banacha 2, 02-097 Warszawa, Poland

Bibliografia

• J. R. Barra (1971), Notions fondamentales de statistique mathématique, Dunod, Paris.
• D. Basu (1953), On statistics independent of a complete sufficient statistic, Sankhyā 15, 377-380 and 20 (1958), 223-226.
• Y. S. Chow and H. Teicher (1988), Probability Theory. Independence, Interchangeability, Martingales, Springer.
• K. R. Parthasarathy (1980), Introduction to Probability and Measure.
• K. Takeuchi and M. Takahira (1975), Characterizations of prediction sufficiency (adequacy) in terms of risk functions, Ann. Statist. 3, 1018-1024.
• E. N. Torgensen (1977), Prediction sufficiency when the loss function does not depend on the unknown parameter, ibid. 5, 155-163.
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