BAYESIAN STATISTICS WITHOUT TEARS - A SAMPLING RESAMPLING PERSPECTIVE

被引:593
作者
SMITH, AFM [1 ]
GELFAND, AE [1 ]
机构
[1] UNIV CONNECTICUT,DEPT STAT,STORRS,CT 06269
关键词
BAYESIAN INFERENCE; EXPLORATORY DATA ANALYSIS; GRAPHICAL METHODS; INFLUENCE; POSTERIOR DISTRIBUTION; PREDICTION; PRIOR DISTRIBUTION; RANDOM VARIATE GENERATION; SAMPLING RESAMPLING TECHNIQUES; SENSITIVITY ANALYSIS; WEIGHTED BOOTSTRAP;
D O I
10.2307/2684170
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Even to the initiated, statistical calculations based on Bayes's Theorem can be daunting because of the numerical integrations required in all but the simplest applications. Moreover, from a teaching perspective, introductions to Bayesian statistics-if they are given at all-are circumscribed by these apparent calculational difficulties. Here we offer a straightforward sampling-resampling perspective on Bayesian inference, which has both pedagogic appeal and suggests easily implemented calculation strategies.
引用
收藏
页码:84 / 88
页数:5
相关论文
共 7 条
  • [1] Efron B., 1982, BOOTSTRAP JACKNIFE O
  • [2] McCullagh P., 1989, GEN LINEAR MODELS, DOI DOI 10.1007/978-1-4899-3242-6
  • [3] Ripley Brian D., 1986, STOCHASTIC SIMULATIO
  • [4] Rubin D.B., 1988, BAYESIAN STAT, V3
  • [5] THE IMPLEMENTATION OF THE BAYESIAN PARADIGM
    SMITH, AFM
    SKENE, AM
    SHAW, JEH
    NAYLOR, JC
    DRANSFIELD, M
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1985, 14 (05) : 1079 - 1102
  • [6] SMITH AFM, 1987, STATISTICIAN, V36, P75
  • [7] ACCURATE APPROXIMATIONS FOR POSTERIOR MOMENTS AND MARGINAL DENSITIES
    TIERNEY, L
    KADANE, JB
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1986, 81 (393) : 82 - 86