Effective sample size in a dichotomous process with noise

被引：2

作者：

Cussens, J ^{[1
]}

机构：

[1] GLASGOW CALEDONIAN UNIV,DEPT MATH,GLASGOW G4 0BA,LANARK,SCOTLAND

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1996年 / 25卷 / 06期

关键词：

Bayesian inference; beta distribution; information loss; noise;

D O I：

10.1080/03610929608831761

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：

The effect of noise in a dichotomous process is studied from the Bayesian viewpoint. Winkler's approximation to the posterior distribution in the presence of noise is shown to break down badly near the limits of its application. Information loss is measured using effective sample size. An account of the relationship between effective sample size/information loss and sampling data is given which differs sharply from that of previous work in this area.

引用

页码：1233 / 1246

页数：14

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