- Author
- Biskup Dariusz (Akademia Ekonomiczna we Wrocławiu)
- Title
- Formułowanie subiektywnych rozkładów a priori - podejście parametryczne i nieparametryczne
Subjective Prior Elicitation - Parametric and Non-Parametric Approach - Source
- Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Ekonometria (20), 2008, nr 1195, s. 71-80, bibliogr. 14 poz.
- Issue title
- Zastosowania metod ilościowych
- Keyword
- Ekonometria, Metody ekonometryczne, Modele ekonometryczne
Econometrics, Econometric methodology, Econometric models - Note
- summ.
- Abstract
- Opisano subiektywne i obiektywne rozkłady a priori. Omówiono metody parametryczne, a wśród nich: metody wyznaczania rozkładu a priori dla prawdopodobieństwa sukcesu w rozkładzie dwumianowym, metody wyznaczania rozkładu a priori dla populacji o rozkładzie normalnym i rozkłady wielomianowe oraz metody nieparametryczne. Przedstawiono także grupowe wyznaczenie rozkładu a priori.
Prior distribution elicitation is the basic requirement of the Bayesian statistical inference. If there is prior knowledge about a particular problem, then it is necessary to "translate" it into the form of probabilistic distribution. The paper describes the most important ways of prior elicitation basing on the expert's knowledge. The parametric approach was presented, in which it is assumed that the prior distribution can be described using some predetermined class of distributions. The non-parametric approach in turn does not assume any restrictions on the form of the prior. The topic of group prior elicitation was also mentioned. (original abstract) - Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
-
- Berger J.O., Statistical Decision Theory and Bayesian Analysis, Springer-Verlag, 1985.
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- Jaynes E.T., Confidence Intervals vs. Bayesian Intervals. Foundations of Probability Theory, Statistical Inference and Statistical Theories of Science 2, red. W.L. Harper, C.A. Hooker, Dordrecht: Reidel 1976, 175-257.
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- Oakley J.E., O'Hagan A., Uncertainty in Prior Elicitation: A Nonparametric Approach, Research Report No. 521/02, University of Sheffield, 2002.
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- Cited by
- ISSN
- 0324-8445
1507-3866 - Language
- pol
