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題名 Filtered-variate prior distributions for histogram smoothing.
作者 Dickey, James M.
姜志銘
Jiang, Thomas J.
貢獻者 應數系
關鍵詞 Bayesian smoothing; Carlson function; Generalized Dirichlet distribution; Generalized hypergeometric function; Multinomial distribution; Multinomial estimation.
日期 1998
上傳時間 27-九月-2018 17:26:18 (UTC+8)
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.
關聯 Journal of the American Statistical Association, 93:442, 651-662
資料類型 article
DOI https://doi.org/10.1080/01621459.1998.10473718
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 27-九月-2018 17:26:18 (UTC+8)-
dc.date.available 27-九月-2018 17:26:18 (UTC+8)-
dc.date.issued (上傳時間) 27-九月-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