A study of expansions of posterior distributions | Publication

Title	A study of expansions of posterior distributions
Creator	翁久幸;許正宏 Weng, Ruby C. ; Hsu, Cheng-Hung
Contributor	統計系
Date	2013-01
Date Issued	6-Nov-2014 18:23:36 (UTC+8)
Summary	Johnson (1970) obtained expansions for marginal posterior distributions through Taylor expansions. Here, the posterior expansion is expressed in terms of the likelihood and the prior together with their derivatives. Recently, Weng (2010) used a version of Stein`s identity to derive a Bayesian Edgeworth expansion, expressed by posterior moments. Since the pivots used in these two articles are the same, it is of interest to compare these two expansions.We found that our O(t −1/2) term agrees with Johnson`s arithmetically, but the O(t −1) term does not. The simulations confirmed this finding and revealed that our O(t −1) term gives better performance than Johnson`s.
Relation	Communications in Statistics – Theory and Methods,42(2),346-364
Type	article
DOI	http://dx.doi.org/10.1080/03610926.2011.579701

dc.contributor	統計系	en_US
dc.creator (作者)	翁久幸;許正宏	zh_TW
dc.creator (作者)	Weng, Ruby C. ; Hsu, Cheng-Hung	-
dc.date (日期)	2013-01	en_US
dc.date.accessioned	6-Nov-2014 18:23:36 (UTC+8)	-
dc.date.available	6-Nov-2014 18:23:36 (UTC+8)	-
dc.date.issued (上傳時間)	6-Nov-2014 18:23:36 (UTC+8)	-
dc.identifier.uri (URI)	http://nccur.lib.nccu.edu.tw/handle/140.119/71199	-
dc.description.abstract (摘要)	Johnson (1970) obtained expansions for marginal posterior distributions through Taylor expansions. Here, the posterior expansion is expressed in terms of the likelihood and the prior together with their derivatives. Recently, Weng (2010) used a version of Stein`s identity to derive a Bayesian Edgeworth expansion, expressed by posterior moments. Since the pivots used in these two articles are the same, it is of interest to compare these two expansions.We found that our O(t −1/2) term agrees with Johnson`s arithmetically, but the O(t −1) term does not. The simulations confirmed this finding and revealed that our O(t −1) term gives better performance than Johnson`s.	en_US
dc.format.extent	822861 bytes	-
dc.format.mimetype	application/pdf	-
dc.language.iso	en_US	-
dc.relation (關聯)	Communications in Statistics – Theory and Methods,42(2),346-364	en_US
dc.title (題名)	A study of expansions of posterior distributions	en_US
dc.type (資料類型)	article	en
dc.identifier.doi (DOI)	10.1080/03610926.2011.579701	en_US
dc.doi.uri (DOI)	http://dx.doi.org/10.1080/03610926.2011.579701	en_US