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[Untitled]

Authors :
Athanasios Kottas
Alan E. Gelfand
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.

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