Simultaneous prediction of independent Poisson observables
| dc.creator | Komaki, Fumiyasu | |
| dc.date | 2004-10-05 | |
| dc.date.accessioned | 2026-07-07T08:06:32Z | |
| dc.date.available | 2026-07-07T08:06:32Z | |
| dc.description | 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. | |
| dc.description | 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 | |
| dc.identifier | https://arxiv.org/abs/math/0410094 | |
| dc.identifier | http://arxiv.org/abs/math/0410094 | |
| dc.identifier | Annals of Statistics 2004, Vol. 32, No. 4, 1744-1769 | |
| dc.identifier | doi:10.1214/009053604000000445 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130640 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62F15, 62C15 (Primary) | |
| dc.title | Simultaneous prediction of independent Poisson observables | |
| dc.type | text |