| dc.contributor | 統計系 | en_US |
| dc.creator (作者) | 翁久幸 | zh_TW |
| dc.creator (作者) | Weng, Ruby C. | - |
| dc.date (日期) | 2010.01 | en_US |
| dc.date.accessioned | 11-十一月-2013 17:44:49 (UTC+8) | - |
| dc.date.available | 11-十一月-2013 17:44:49 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-十一月-2013 17:44:49 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/61601 | - |
| dc.description.abstract (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. | en_US |
| dc.format.extent | 400404 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Bayesian analysis, 5(4) , 741-764 | en_US |
| dc.subject (關鍵詞) | Edgeworth expansion; Hermite polynomials; Laplace method; marginal posterior distribution; Stein`s identity | en_US |
| dc.title (題名) | A Bayesian Edgeworth expansion by Stein`s identity | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1214/10-BA526 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1214/10-BA526 | en_US |
