Simultaneous prediction of independent Poisson observables

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Simultaneous predictive distributions for independent Poisson observables are investigated. A class of improper prior distributions for Poisson means is introduced. The Bayesian predictive distributions based on priors from the introduced class are shown to be admissible under the Kullback-Leibler loss. A Bayesian predictive distribution based on a prior in this class dominates the Bayesian predictive distribution based on the Jeffreys prior.
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/009053604000000445

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Statistics Theory, 62F15, 62C15 (Primary)

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http://salesiana.dossiersoluciones.com/handle/123456789/130640

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0410094
 http://arxiv.org/abs/math/0410094
 Annals of Statistics 2004, Vol. 32, No. 4, 1744-1769
 doi:10.1214/009053604000000445

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arXiv