A Bayesian Edgeworth expansion by Stein`s identity

Title	A Bayesian Edgeworth expansion by Stein`s identity
Creator	Weng, R.C. 翁久幸
Contributor	統計系
Date	2010
Date Issued	21-May-2015 15:10:51 (UTC+8)
Summary	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. © 2010 International Society for Bayesian Analysis.
Relation	Bayesian Analysis, Volume 5, Issue 4, Pages 741-764
Type	article
DOI	http://dx.doi.org/10.1214/10-BA526

dc.contributor	統計系
dc.creator (作者)	Weng, R.C.
dc.creator (作者)	翁久幸	zh_TW
dc.date (日期)	2010
dc.date.accessioned	21-May-2015 15:10:51 (UTC+8)	-
dc.date.available	21-May-2015 15:10:51 (UTC+8)	-
dc.date.issued (上傳時間)	21-May-2015 15:10:51 (UTC+8)	-
dc.identifier.uri (URI)	http://nccur.lib.nccu.edu.tw/handle/140.119/75210	-
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. © 2010 International Society for Bayesian Analysis.
dc.format.extent	176 bytes	-
dc.format.mimetype	text/html	-
dc.relation (關聯)	Bayesian Analysis, Volume 5, Issue 4, Pages 741-764
dc.title (題名)	A Bayesian Edgeworth expansion by Stein`s identity
dc.type (資料類型)	article	en
dc.identifier.doi (DOI)	10.1214/10-BA526
dc.doi.uri (DOI)	http://dx.doi.org/10.1214/10-BA526