Estimation of clustered parameters

✍ Scribed by Evelyn M. Crowley

• Book ID: 104340706
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 157 KB
• Volume: 74
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(98)00110-4

✦ Synopsis

We consider probability models for the estimation of normal means that allow for equality among arbitrary subsets of the means. These models, which are called product partition models, assign probabilities to random partitions of sets of objects. Here, the objects correspond to the means. We look at two interesting cases -the ÿrst is when all the means are equal and the second is when there are several sets of equal means that are far apart. We show that the posterior distribution of the number of sets in the partition is asymptotically Poisson-like. This will help us calibrate the choice of one of our prior parameters. Finally, we look at simulations to see how well the above results hold for moderate sample sizes.