Diffuse Models for Sampling and Predictive Inference
Lane, David A. ; Sudderth, William D.
Ann. Statist., Tome 6 (1978) no. 1, p. 1318-1336 / Harvested from Project Euclid
As a natural, intuitive model for inferences about certain characteristics of finite populations, Bruce Hill has proposed a sequence of exchangeable variables $X_1, \cdots, X_{n + 1}$ which have distinct values with probability one and have the property that, conditional on $X_1, \cdots, X_n$, the next observation $X_{n + 1}$ is equally likely to fall in any of the $n + 1$ intervals determined by $X_1, \cdots, X_n$. Harold Jeffreys had previously assumed such a model (in the case $n = 2$) for normal measurements with unknown mean and variance. Hill has shown that, for $n \geqslant 1$, there exist no countably additive distributions with the prescribed properties. It is shown here that finitely additive distributions with these properties do exist for all $n$ and have a number of interesting properties.
Publié le : 1978-11-14
Classification:  Sampling models,  diffuse priors,  finite additivity,  exchangeable variables,  product measures,  strategic measures,  Ferguson priors,  Polya urns,  game theory,  62A15,  28A35
@article{1176344377,
     author = {Lane, David A. and Sudderth, William D.},
     title = {Diffuse Models for Sampling and Predictive Inference},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 1318-1336},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344377}
}
Lane, David A.; Sudderth, William D. Diffuse Models for Sampling and Predictive Inference. Ann. Statist., Tome 6 (1978) no. 1, pp.  1318-1336. http://gdmltest.u-ga.fr/item/1176344377/