A Bayesian Method for Weighted Sampling
Lo, Albert Y.
Ann. Statist., Tome 21 (1993) no. 1, p. 2138-2148 / Harvested from Project Euclid
Bayesian statistical inference for sampling from weighted distribution models is studied. Small-sample Bayesian bootstrap clone (BBC) approximations to the posterior distribution are discussed. A second-order property for the BBC in unweighted i.i.d. sampling is given. A consequence is that BBC approximations to a posterior distribution of the mean and to the sampling distribution of the sample average, can be made asymptotically accurate by a proper choice of the random variables that generate the clones. It also follows from this result that in weighted sampling models, BBC approximations to a posterior distribution of the reciprocal of the weighted mean are asymptotically accurate; BBC approximations to a sampling distribution of the reciprocal of the empirical weighted mean are also asymptotically accurate.
Publié le : 1993-12-14
Classification:  Weighted distribution models,  weighted gamma process priors,  bootstrap approximations,  Bayesian bootstrap clone approximations,  asymptotic accuracy,  62G09,  62G20,  62G99
@article{1176349414,
     author = {Lo, Albert Y.},
     title = {A Bayesian Method for Weighted Sampling},
     journal = {Ann. Statist.},
     volume = {21},
     number = {1},
     year = {1993},
     pages = { 2138-2148},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349414}
}
Lo, Albert Y. A Bayesian Method for Weighted Sampling. Ann. Statist., Tome 21 (1993) no. 1, pp.  2138-2148. http://gdmltest.u-ga.fr/item/1176349414/