New Methods for Reasoning Towards Posterior Distributions Based on Sample Data
Dempster, A. P.
Ann. Math. Statist., Tome 37 (1966) no. 6, p. 355-374 / Harvested from Project Euclid
This paper redefines the concept of sampling from a population with a given parametric form, and thus leads up to some proposed alternatives to the existing Bayesian and fiducial arguments for deriving posterior distributions. Section 2 spells out the basic assumptions of the suggested class of sampling models, and Section 3 suggests a mode of inference appropriate to the sampling models adopted. A novel property of these inferences is that they generally assign upper and lower probabilities to events concerning unknowns rather than precise probabilities as given by Bayesian or fiducial arguments. Sections 4 and 5 present details of the new arguments for binomial sampling with a continuous parameter $p$ and for general multinominal sampling with a finite number of contemplated hypotheses. Among the concluding remarks, it is pointed out that the methods of Section 5 include as limiting cases situations with discrete or continuous observable and continuously ranging parameters.
Publié le : 1966-04-14
Classification: 
@article{1177699517,
     author = {Dempster, A. P.},
     title = {New Methods for Reasoning Towards Posterior Distributions Based on Sample Data},
     journal = {Ann. Math. Statist.},
     volume = {37},
     number = {6},
     year = {1966},
     pages = { 355-374},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699517}
}
Dempster, A. P. New Methods for Reasoning Towards Posterior Distributions Based on Sample Data. Ann. Math. Statist., Tome 37 (1966) no. 6, pp.  355-374. http://gdmltest.u-ga.fr/item/1177699517/