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On a posterior predictive density sample size criterion

Nicoleris, Theodoros, Walker, Stephen G. (2006) On a posterior predictive density sample size criterion. Scandinavian Journal of Statistics, 33 (2). pp. 209-218. ISSN 0303-6898. (doi:10.1111/j.1467-9469.2006.00462.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10536)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
http://dx.doi.org/10.1111/j.1467-9469.2006.00462.x

Abstract

Let Omega be a space of densities with respect to some sigma-finite measure mu and let Pi be a prior distribution having support Omega with respect to some suitable topology. Conditional on f, let X-n = (X-1 ,..., X-n) be an independent and identically distributed sample of size n from f. This paper introduces a Bayesian non-parametric criterion for sample size determination which is based on the integrated squared distance between posterior predictive densities. An expression for the sample size is obtained when the prior is a Dirichlet mixture of normal densities.

Item Type: Article
DOI/Identification number: 10.1111/j.1467-9469.2006.00462.x
Uncontrolled keywords: integrated squared distance; martingale; mixtures of Dirichlet processes; posterior predictive density; sample size
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Judith Broom
Date Deposited: 08 Sep 2008 20:58 UTC
Last Modified: 05 Nov 2024 09:43 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/10536 (The current URI for this page, for reference purposes)

University of Kent Author Information

Walker, Stephen G..

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