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Fully Coherent Inference

完全相干推断

In a general setting in which prior distributions that may take on the value $\infty$ are admitted, an inference based on a posterior for a prior, $\mu$, that is "minimally compatible" with the inference is shown to have a strong property of expectation consistency, that implies a corresponding property of coherence: A nonnegative expected payoff function for a gambler's strategy is necessary 0 almost everywhere $(\mu)$. In the converse direction, under appropriate…

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Univariate Density Estimation by Orthogonal Series

基于正交级数的单变量密度估计

Orthogonal series estimators of univariate densities are proposed that are derived from and motivated by kernel estimators optimal in Whittle's (1958) sense. A preliminary fit of the data from within a one or two parameter class of densities plays the role of a prior mean density. The ratio of the true density and the prior mean density is assumed to have a series expansion in terms of functions orthogonal with respect to the prior mean density. Coefficients of terms of the…

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Univariate density estimation by orthogonal series

利用正交级数估计一元概率密度

Orthogonal series estimators of univariate densities are proposed that are derived from and motivated by kernel estimators optimal in Whittle's (1958) sense. A preliminary fit of the data from within a one or two parameter class of densities plays the role of a prior mean density. The ratio of the true density and the prior mean density is assumed to have a series expansion in terms of functions orthogonal with respect to the prior mean density. Coefficients of terms of the…

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Maximum Likelihood Estimation of the Distributions of Two Stochastically Ordered Random Variables

两个随机序变量分布的最大似然估计

The maximum likelihood estimates and Ĝ of two distribution functions F and G are found, subject to the restrictions that for all x and that and Ĝ are of the discrete type. Random samples x 1, ···, x m and y 1, ···, y n are taken from the respective distributions and these m+n values are ordered according to magnitude, with x's before y's in cases of equality. These n+m values are divided into a number of “strings” as follows. The first string ends after the y value that is…

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