Results 251 to 260 of about 812,319 (279)

Ranges of Posterior Probabilities for Quasiunimodal Priors With Specified Quantiles

Journal of the American Statistical Association, 1988
Abstract Suppose several quantiles of the prior distribution for θ are specified or, equivalently, the prior probabilities of a partitioning collection of intervals {Ii } are given. In addition, suppose that the prior distribution is assumed to be unimodal.
James Berger, Anthony O'Hagan
exaly   +4 more sources

Posterior Ranges of Functions of Parameters Under Priors With Specified Quantiles

Communications in Statistics - Theory and Methods, 1990
Suppose some quantiles of the prior distribution of a nonnegative parameter θ are specified. Instead of eliciting just one prior density function, consider the class Γ of all the density functions compatible with the quantile specification. Given a likelihood function, find the posterior upper and lower bounds for the expected value of any real-valued ...
Fabrizio Ruggeri
exaly   +2 more sources

Matching Priors for Posterior Quantiles

Lecture Notes in Statistics, 2004
The early literature on matching priors centered around those which ensure approximate frequentist validity of the posterior quantiles of a onedimensional interest parameter (Welch and Peers, 1963; Peers, 1965). Even a major part of the recent research on matching priors has been on priors of this kind.
Gauri Sankar Datta, Rahul Mukerjee
exaly   +2 more sources

A Note on the Probability Difference Between Matching Priors Based on Posterior Quantiles and on Inversion of Conditional Likelihood Ratio Statistics

Calcutta Statistical Association Bulletin, 1997
A necessary and sufficient condition is given so that the second order probability matching priors based on posterior quantiles will be the priors under which the Bayesian and frequentist Bartlett corrected conditional likelihood ratio statistics differ by 0(l). Several examples are given to illustrate the idea.
Malay Ghosh
exaly   +3 more sources

Sensitivity of Some Posterior Summaries When the Prior Is Unimodal With Specified Quantiles

Canadian Journal of Statistics, 1991
AbstractPrior information is modeled either by (1) a class of unimodal distributions with specified quantiles, or by (2) an ∈‐contamination class with contaminations subject to unimodal and quantile restrictions. We show how the ranges of certain posterior summaries can be found. Using numerical examples, we compare the robustness behaviour under these
exaly   +3 more sources

Distributions of Posterior Quantiles and Economic Applications

2023
We characterize the distributions of posterior quantiles under a given prior. Unlike the distributions of posterior means, which are known to be mean-preserving contractions of the prior, the distributions of a posterior quantile coincide with a first-order stochastic dominance interval bounded by an upper and a lower truncation of the prior.
Kai Hao Yang, Alexander Zentefis
openaire   +1 more source

Consistent intensity-duration-frequency curves by post-processing of estimated Bayesian posterior quantiles

Journal of Hydrology, 2021
Abstract As a warming climate leads to more frequent heavy rainfall, the importance of accurate rainfall statistics is increasing. Rainfall statistics are often presented as intensity-duration-frequency (IDF) curves showing the rainfall intensity (return level) that can be expected at a location for a duration, and the frequency of this intensity ...
Thea Roksvåg, Julia Lutz, Lars Grinde, Anita Verpe Dyrrdal, Thordis L. Thorarinsdottir   +4 more
openaire   +1 more source