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A Measure of Uncertainty regarding the Interval Constraint of Normal Mean Elicited by Two Stages of a Prior Hierarchy
Author
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-06
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Medicine
Information Technology and Computer Science
Abstract EN
This paper considers a hierarchical screened Gaussian model (HSGM) for Bayesian inference of normal models when an interval constraint in the mean parameter space needs to be incorporated in the modeling but when such a restriction is uncertain.
An objective measure of the uncertainty, regarding the interval constraint, accounted for by using the HSGM is proposed for the Bayesian inference.
For this purpose, we drive a maximum entropy prior of the normal mean, eliciting the uncertainty regarding the interval constraint, and then obtain the uncertainty measure by considering the relationship between the maximum entropy prior and the marginal prior of the normal mean in HSGM.
Bayesian estimation procedure of HSGM is developed and two numerical illustrations pertaining to the properties of the uncertainty measure are provided.
American Psychological Association (APA)
Kim, Hea-Jung. 2014. A Measure of Uncertainty regarding the Interval Constraint of Normal Mean Elicited by Two Stages of a Prior Hierarchy. The Scientific World Journal،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1050578
Modern Language Association (MLA)
Kim, Hea-Jung. A Measure of Uncertainty regarding the Interval Constraint of Normal Mean Elicited by Two Stages of a Prior Hierarchy. The Scientific World Journal No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-1050578
American Medical Association (AMA)
Kim, Hea-Jung. A Measure of Uncertainty regarding the Interval Constraint of Normal Mean Elicited by Two Stages of a Prior Hierarchy. The Scientific World Journal. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1050578
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1050578