Statistics Seminar::On The Relationship Between Bayesian And Frequency Theory Prediction

Event Details
  • Date/Time:
    • Thursday January 22, 2004 - Wednesday January 21, 2004
      11:00 am - 11:00 pm
  • Location: 228 ISyE Main Building
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: Statistics Seminar::On The Relationship Between Bayesian And Frequency Theory Prediction

Full Summary: Statistics Seminar::On The Relationship Between Bayesian And Frequency Theory Prediction

Given a sufficient statistic, basic predictive inference based on frequency theory actually implies the existence of a prediction distribution function, conditional on the sufficient statistic. Unlike Bayesian posterior predictive functions, the derived distribution is not necessarily a valid one. If it is, the prediction distribution function is necessarily a Bayesian predictive function. In suchcases, the frequency theory prediction method implies a particular Bayesian prior on the nuisance parameter, thus these prediction methods represent a special case of Bayesian predictive inference.

Additional Information

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H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Seminar/Lecture/Colloquium
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Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:42am
  • Last Updated: Oct 7, 2016 - 9:52pm