Bayes solutions for i.i.d. sampling from a decreasing density on the half line and for i.i.d. sampling from a symmetric unimodal density with an unknown mode are given. Posterior quantities are obtained as finite sums; Monte Carlo methods based on sampling finite Markov chains are developed for their evaluation.
Publié le : 1989-12-14
Classification:
Bayes methods,
symmetric unimodal densities,
mode,
simulation of a Markov chain,
mixture models,
Dirichlet process,
62A15,
62G05
@article{1176347381,
author = {Brunner, Lawrence J. and Lo, Albert Y.},
title = {Bayes Methods for a Symmetric Unimodal Density and its Mode},
journal = {Ann. Statist.},
volume = {17},
number = {1},
year = {1989},
pages = { 1550-1566},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347381}
}
Brunner, Lawrence J.; Lo, Albert Y. Bayes Methods for a Symmetric Unimodal Density and its Mode. Ann. Statist., Tome 17 (1989) no. 1, pp. 1550-1566. http://gdmltest.u-ga.fr/item/1176347381/