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Predictive Fit for Natural Exponential Families

✍ Scribed by Ian R. Harris

Book ID
124289662
Publisher
Oxford University Press
Year
1989
Tongue
English
Weight
1016 KB
Volume
76
Category
Article
ISSN
0006-3444

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πŸ“œ SIMILAR VOLUMES

Posterior variance for quadratic natural
Posterior variance for quadratic natural exponential families
✍ Denys Pommeret πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 93 KB

Within the framework of the quadratic natural exponential families we construct a basis of polynomials orthogonal with respect to the posterior density. This construction is adapted from Walter and Hamedani (Ann. Statist. 3 (1991) 1191) and we exploit them to establish lower bounds for the posterior