BAYESIAN BOOTSTRAP;
NONINFORMATIVE BAYES;
NONPARAMETRIC ESTIMATION;
ORDER STATISTIC;
QUANTILE;
D O I:
10.1016/0167-7152(93)90153-A
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
In 1981 Rubin introduced the Bayesian bootstrap and argued that it was the natural Bayesian analogue to the usual bootstrap. We show here that when estimating a population quantile in a nonparametric problem it yields estimators that are often preferred to the natural naive estimators based on the order statistic.