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[Untitled]
- Source :
- Methodology And Computing In Applied Probability. 3:427-442
- Publication Year :
- 2001
- Publisher :
- Springer Science and Business Media LLC, 2001.
-
Abstract
- In comparing two populations, sometimes a model incorporating a certain probability order is desired. In this setting, Bayesian modeling is attractive since a probability order restriction imposed a priori on the population distributions is retained a posteriori. Extending the work in Gelfand and Kottas (2001) for stochastic order specifications, we formulate modeling for distributions ordered in variability. We work with Dirichlet process mixtures resulting in a fully Bayesian semiparametric approach. The details for simulation-based model fitting and prior specification are provided. An example, based on two small subsets of time intervals between eruptions of the Old Faithful geyser, illustrates the methodology.
- Subjects :
- Statistics and Probability
Hierarchical Dirichlet process
Mathematical optimization
General Mathematics
Bayesian probability
Markov chain Monte Carlo
Bayesian inference
Stochastic ordering
Dirichlet distribution
Bayesian statistics
Dirichlet process
symbols.namesake
symbols
Applied mathematics
Mathematics
Subjects
Details
- ISSN :
- 13875841
- Volume :
- 3
- Database :
- OpenAIRE
- Journal :
- Methodology And Computing In Applied Probability
- Accession number :
- edsair.doi...........dc82e11485d002769ac3469ef2966ec5
- Full Text :
- https://doi.org/10.1023/a:1015420304825