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A classroom approach to the construction of Bayesian credible intervals of a Poisson mean
Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
2019 (engelsk)Inngår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415XArtikkel i tidsskrift (Fagfellevurdert) Epub ahead of print
Abstract [en]

The Poisson distribution is here used to illustrate Bayesian inference concepts with the ultimate goal to construct credible intervals for a mean. The evaluation of the resulting intervals is in terms of mismatched priors and posteriors. The discussion is in the form of an imaginary dialog between a teacher and a student, who have met earlier, discussing and evaluating the Wald and score confidence intervals, as well as confidence intervals based on transformation and bootstrap techniques. From the perspective of the student the learning process is akin to a real research situation. The student is supposed to have studied mathematical statistics for at least two semesters.

sted, utgiver, år, opplag, sider
2019.
Emneord [en]
Gamma distribution, posterior, prior
HSV kategori
Identifikatorer
URN: urn:nbn:se:su:diva-170021DOI: 10.1080/03610926.2019.1619768ISI: 000469605900001OAI: oai:DiVA.org:su-170021DiVA, id: diva2:1329356
Tilgjengelig fra: 2019-06-24 Laget: 2019-06-24 Sist oppdatert: 2020-01-15

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