Effective sample size for a mixture prior

被引：2

作者：

Egidi, Leonardo ^{[1
]}

机构：

[1] Univ Trieste, Dept Econ Business Math & Stat Bruno Finetti, Via Valerio 4-1, I-34127 Trieste, Italy

来源：

STATISTICS & PROBABILITY LETTERS | 2022年 / 183卷

关键词：

Statistical application; Clinical trial; Prior-data conflict; VARIABLE SELECTION; CHECKING;

D O I：

10.1016/j.spl.2021.109335

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Mixture prior distributions are much used in statistical applications, such as clinical trials, especially to avoid prior-data conflicts. We explicitly prove that the effective sample size (ESS) of a mixture prior rarely exceeds the ESS of any individual mixture component density of the prior. (c) 2021 Elsevier B.V. All rights reserved.

引用

页数：5

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