BAYESIAN CONFIDENCE ESTIMATION - AN ALTERNATIVE APPROACH

被引：1

作者：

DELAHORRA, J ^{[1
]}

机构：

[1] UNIV AUTONOMA MADRID,DEPT MATEMAT,E-28049 MADRID,SPAIN

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1991年 / 20卷 / 07期

关键词：

KOLMOGOROV-SMIRNOV LOSS; INTERVAL ESTIMATION; POSTERIOR EXPECTED LOSS; POSTERIOR PROBABILITY;

D O I：

10.1080/03610929108830632

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：

From a Bayesian point of view, the estimation of an unknown parameter can be interpreted (in many situations) as the problem of fixing a partition of the parameter space (by means of small intervals I1,...,I(k)) and choosing an interval I(j) from this partition, provided that sufficient information has been obtained. This idea is developed in a decision theory setting. If the Kolmogorov-Smirnov loss is used, it is proved that I(j) is the best interval estimation if and only if its posterior probability is greater than or equal to 1/2.

引用

页码：2299 / 2306

页数：8

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