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題名 A study of expansions of posterior distributions
作者 翁久幸;許正宏
Weng, Ruby C. ; Hsu, Cheng-Hung
貢獻者 統計系
日期 2013-01
上傳時間 6-十一月-2014 18:23:36 (UTC+8)
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.
關聯 Communications in Statistics – Theory and Methods,42(2),346-364
資料類型 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) 2013-01en_US
dc.date.accessioned 6-十一月-2014 18:23:36 (UTC+8)-
dc.date.available 6-十一月-2014 18:23:36 (UTC+8)-
dc.date.issued (上傳時間) 6-十一月-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),346-364en_US
dc.title (題名) A study of expansions of posterior distributionsen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1080/03610926.2011.579701en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1080/03610926.2011.579701en_US