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文章基本信息

  • 标题:Invariance, model matching and probability matching
  • 作者:Morris L. Eaton ; William D. Sudderth
  • 期刊名称:Sankhya. Series A, mathematical statistics and probability
  • 印刷版ISSN:0976-836X
  • 电子版ISSN:0976-8378
  • 出版年度:2012
  • 卷号:74
  • 期号:2
  • 页码:170-193
  • DOI:10.1007/s13171-012-0018-4
  • 语种:English
  • 出版社:Indian Statistical Institute
  • 摘要:For an invariant statistical model we consider the induced right Haar prior distribution and the resulting right Haar posterior. Using this posterior distribution, HPD (highest posterior density) regions of constant posterior probability are constructed and shown to exhibit probability matching. Further, HPD regions for equivariant functions of the parameter are also shown to exhibit probability matching. A number of examples are considered.
  • 关键词:Invariance ; credible regions ; probability matching ; confidence regions ; equivariant functions
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