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    政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 >  Item 140.119/18685
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/18685


    Title: Filtered-variate prior distributions for histograms smoothing
    Authors: Jiang, Thomas J.
    姜志銘
    Dickey, James M.
    Contributors: 應數系
    Keywords: Bayesian smoothing;Carlson function;Generalized Dirichlet distribution;Generalized hypergeometric function;Multinomial distribution;Multinomial estimation
    Date: 1998-06
    Issue Date: 2008-12-24 13:29:01 (UTC+8)
    Abstract: We develop prior distributions for histogram inference favoring smooth population frequencies; that is, probability vectors with small differences for neighboring categories. We give a theory of prior-random probability vectors representable as a linear transform, or “filter,” of a standard random probability vector, or equivalently, a random weighted average of nonrandom smooth probability vectors. Promising methods of prior assessment are given based on elicitation of a list of typically smooth probability vectors, the empirical moments of which can then be matched by the mean vector and variance matrix of a constructed continuous-type filtered-variate prior distribution.
    Relation: Journal of the American Statistical Association,93,651-662
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1080/01621459.1998.10473718
    DOI: 10.1080/01621459.1998.10473718
    Appears in Collections:[應用數學系] 期刊論文

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