Robust Bayes
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منابع مشابه
Bayes, E-Bayes and Robust Bayes Premium Estimation and Prediction under the Squared Log Error Loss Function
In risk analysis based on Bayesian framework, premium calculation requires specification of a prior distribution for the risk parameter in the heterogeneous portfolio. When the prior knowledge is vague, the E-Bayesian and robust Bayesian analysis can be used to handle the uncertainty in specifying the prior distribution by considering a class of priors instead of a single prior. In th...
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Bayesian inference requires all unknowns to be represented by probability distributions, which awkwardly implies that the probability of an event for which we are completely ignorant (e.g., that the world’s greatest boxer would defeat the world’s greatest wrestler) must be assigned a particular numerical value such as 1/2, as if it were known as precisely as the probability of a truly random ev...
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We consider Bayes procedures for a location parameter 0 that are robust with respect to the shape of the distribution F of the data. The case where F is fixed (nonrandom) and the case where F has a Dirichlet distribution are both treated. The procedures are based on the posterior distributions of the location parameter given the partdal infornation contained in a robust esimate of location. We ...
متن کاملThe boxer, the wrestler, and the coin flip: A paradox of robust Bayesian inference and belief functions
Bayesian inference requires all unknowns to be represented by probability distributions, which awkwardly implies that the probability of an event for which we are completely ignorant (e.g., that the world’s greatest boxer would defeat the world’s greatest wrestler) must be assigned a particular numerical value such as 1/2, as if it were known as precisely as the probability of a truly random ev...
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تاریخ انتشار 2000