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題名 Filtered-variate prior distributions for histograms smoothing
作者 Jiang, Thomas J.
姜志銘
Dickey, James M.
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 1998-06
上傳時間 24-Dec-2008 13:29:01 (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,93,651-662
資料類型 article
DOI http://dx.doi.org/10.1080/01621459.1998.10473718
dc.contributor 應數系-
dc.creator (作者) Jiang, Thomas J.en_US
dc.creator (作者) 姜志銘-
dc.creator (作者) Dickey, James M.en_US
dc.date (日期) 1998-06en_US
dc.date.accessioned 24-Dec-2008 13:29:01 (UTC+8)-
dc.date.available 24-Dec-2008 13:29:01 (UTC+8)-
dc.date.issued (上傳時間) 24-Dec-2008 13:29:01 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/18685-
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.-
dc.format application/en_US
dc.language enen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) Journal of the American Statistical Association,93,651-662en_US
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 histograms smoothingen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1080/01621459.1998.10473718-
dc.doi.uri (DOI) http://dx.doi.org/10.1080/01621459.1998.10473718-