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https://ah.lib.nccu.edu.tw/handle/140.119/61601
題名: | A Bayesian Edgeworth expansion by Stein`s identity | 作者: | 翁久幸 Weng, Ruby C. |
貢獻者: | 統計系 | 關鍵詞: | Edgeworth expansion; Hermite polynomials; Laplace method; marginal posterior distribution; Stein`s identity | 日期: | 2010 | 上傳時間: | 11-Nov-2013 | 摘要: | The Edgeworth expansion is a series that approximates a probability distribution in terms of its cumulants. One can derive it by first expanding the probability distribution in Hermite orthogonal functions and then collecting terms in powers of the sample size. This paper derives an expansion for posterior distributions which possesses these features of an Edgeworth series. The techniques used are a version of Stein`s Identity and properties of Hermite polynomials. Two examples are provided to illustrate the accuracy of our series. | 關聯: | Bayesian analysis, 5(4) , 741-764 | 資料類型: | article | DOI: | http://dx.doi.org/10.1214/10-BA526 |
Appears in Collections: | 期刊論文 |
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