Bayesian Nonparametric Inference for Quantal Response Data
Ammann, Larry P.
Ann. Statist., Tome 12 (1984) no. 1, p. 636-645 / Harvested from Project Euclid
The problem of nonparametric Bayes estimation of a tolerance distribution based on quantal response data has been considered previously with a prior distribution based on the Dirichlet process. In the present article, a broad class of priors is developed for this problem by allowing the hazard function of the tolerance distribution to be a realization of a nonnegative stochastic process with independent increments. This class includes the Dirichlet prior as a special case. In addition, priors over a space of absolutely continuous tolerance distributions, which includes IFR, DFR, and U-shaped failure rate distributions, are constructed by taking the failure rate to be the superposition of two processes with independent increments. Posterior Laplace transforms of the corresponding processes are obtained based on quantal response data with binomial sampling. These posterior Laplace transforms are then used to find Bayes estimates, and examples are given to illustrated the results.
Publié le : 1984-06-14
Classification:  Nonparametric Bayes estimation,  tolerance distribution,  quantal response data,  62E20,  62G99
@article{1176346511,
     author = {Ammann, Larry P.},
     title = {Bayesian Nonparametric Inference for Quantal Response Data},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 636-645},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346511}
}
Ammann, Larry P. Bayesian Nonparametric Inference for Quantal Response Data. Ann. Statist., Tome 12 (1984) no. 1, pp.  636-645. http://gdmltest.u-ga.fr/item/1176346511/