On a posterior predictive density sample size criterion

Nicoleris, Theodoros and Walker, Stephen G. (2006) On a posterior predictive density sample size criterion. Scandinavian Journal of Statistics, 33 (2). pp. 209-218. ISSN 0303-6898. (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)

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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
Uncontrolled keywords: integrated squared distance; martingale; mixtures of Dirichlet processes; posterior predictive density; sample size
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Judith Broom
Date Deposited: 08 Sep 2008 20:58
Last Modified: 06 May 2014 10:05
Resource URI: https://kar.kent.ac.uk/id/eprint/10536 (The current URI for this page, for reference purposes)
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