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    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/71199
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/71199


    Title: A study of expansions of posterior distributions
    Authors: 翁久幸;許正宏
    Weng, Ruby C.;Hsu, Cheng-Hung
    Contributors: 統計系
    Date: 2013-01
    Issue Date: 2014-11-06 18:23:36 (UTC+8)
    Abstract: Johnson (1970) obtained expansions for marginal posterior distributions through Taylor expansions. Here, the posterior expansion is expressed in terms of the likelihood and the prior together with their derivatives. Recently, Weng (2010) used a version of Stein's identity to derive a Bayesian Edgeworth expansion, expressed by posterior moments. Since the pivots used in these two articles are the same, it is of interest to compare these two expansions.We found that our O(t −1/2) term agrees with Johnson's arithmetically, but the O(t −1) term does not. The simulations confirmed this finding and revealed that our O(t −1) term gives better performance than Johnson's.
    Relation: Communications in Statistics – Theory and Methods,42(2),346-364
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1080/03610926.2011.579701
    DOI: 10.1080/03610926.2011.579701
    Appears in Collections:[統計學系] 期刊論文

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