We show how to approximate de Finetti's measure of a partially exchangeable sequence by a mixture of products of Dirichlet measures, explicitly built once the approximation error has been fixed. These results are used to give a general method for the elicitation of prior distributions corresponding to partially exchangeable sequences, when prior information essentially derive from available data relative to phenomena similar to that we consider.
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Titolo: | Approximating de Finetti's measures for partially exchangeable sequences |
Data di pubblicazione: | 2000 |
Autori: | |
Autori: | Guglielmi, A.; Melilli, Eugenio |
Rivista: | STATISTICS & PROBABILITY LETTERS |
Abstract: | We show how to approximate de Finetti's measure of a partially exchangeable sequence by a mixture of products of Dirichlet measures, explicitly built once the approximation error has been fixed. These results are used to give a general method for the elicitation of prior distributions corresponding to partially exchangeable sequences, when prior information essentially derive from available data relative to phenomena similar to that we consider. |
Codice identificativo Scopus: | 2-s2.0-0043281007 |
Codice identificativo ISI: | WOS:000087539500013 |
Appare nelle tipologie: | 01 - Article in academic journal / Articolo su rivista Scientifica |
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