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)

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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 |
---|---|

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: | Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics |

Depositing User: | Judith Broom |

Date Deposited: | 08 Sep 2008 20:58 UTC |

Last Modified: | 28 May 2019 13:47 UTC |

Resource URI: | https://kar.kent.ac.uk/id/eprint/10536 (The current URI for this page, for reference purposes) |

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