dc.contributor | 應數系 | |
dc.creator (作者) | Dickey, James M. | |
dc.creator (作者) | 姜志銘 | |
dc.creator (作者) | Jiang, Thomas J. | |
dc.date (日期) | 1998 | |
dc.date.accessioned | 27-Sep-2018 17:26:18 (UTC+8) | - |
dc.date.available | 27-Sep-2018 17:26:18 (UTC+8) | - |
dc.date.issued (上傳時間) | 27-Sep-2018 17:26:18 (UTC+8) | - |
dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/120185 | - |
dc.description.abstract (摘要) | We develop prior distributions for histogram inference favoring smooth population frequencies; that is, probability vectors with small differences for neighboring categories. We give a theory of prior-random probability vectors representable as a linear transform, or “filter,” of a standard random probability vector, or equivalently, a random weighted average of nonrandom smooth probability vectors. Promising methods of prior assessment are given based on elicitation of a list of typically smooth probability vectors, the empirical moments of which can then be matched by the mean vector and variance matrix of a constructed continuous-type filtered-variate prior distribution. | en_US |
dc.format.extent | 130 bytes | - |
dc.format.mimetype | text/html | - |
dc.relation (關聯) | Journal of the American Statistical Association, 93:442, 651-662 | |
dc.subject (關鍵詞) | Bayesian smoothing; Carlson function; Generalized Dirichlet distribution; Generalized hypergeometric function; Multinomial distribution; Multinomial estimation. | |
dc.title (題名) | Filtered-variate prior distributions for histogram smoothing. | |
dc.type (資料類型) | article | |
dc.identifier.doi (DOI) | 10.1080/01621459.1998.10473718 | |
dc.doi.uri (DOI) | https://doi.org/10.1080/01621459.1998.10473718 | |