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Statistical Methods for Eliciting Probability Distributions

概率分布引出的统计方法

Elicitation is a key task for subjectivist Bayesians. Although skeptics hold that elicitation cannot (or perhaps should not) be done, in practice it brings statisticians closer to their clients and subject-matter expert colleagues. This article reviews the state of the art, reflecting the experience of statisticians informed by the fruits of a long line of psychological research into how people represent uncertain information cognitively and how they respond to questions…

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Hierarchical Models for Employment Decisions

就业决策的层级模型

Federal law prohibits discrimination in employment decisions against persons in certain protected categories. The common method for measuring discrimination involves a comparison of some aggregate statistic for protected and nonprotected individuals. This approach is open to question when employment decisions are made over an extended time period. We show how to use hierarchical proportional hazards models (Cox regression models) to analyze such data.

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Methods and Criteria for Model Selection

模型选择的方法与准则

Model selection is an important part of any statistical analysis and, indeed, is central to the pursuit of science in general. Many authors have examined the question of model selection from both frequentist and Bayesian perspectives, and many tools for selecting the “best model” have been suggested in the literature. This paper considers the various proposals from a Bayesian decision–theoretic perspective.

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A Model of the Joint Distribution of Purchase Quantity and Timing

购买数量与时机的联合分布模型

Prediction of purchase timing and quantity decisions of a household is an important element for success of any retailer. This is especially so for an online retailer, as the traditional brick-and-mortar retailer would be more concerned with total sales. A number of statistical models have been developed in the marketing literature to aid traditional retailers in predicting sales and analyzing the impact of various marketing activities on sales. However, there are two…

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