Simultaneous prediction of independent Poisson observables

• 成果类型: Article
• 署名作者: Komaki, F
• 署名单位: University of Tokyo
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053604000000445
• 发表日期: 2004
• 页码: 1744-1769
• 关键词: density-functions; entropy risk; distributions

摘要

Simultaneous predictive distributions for independent Poisson observables are investigated. A class of improper prior distributions for Poisson means is introduced. The Bayesian predictive distributions based on priors from the introduced class are shown to be admissible under the Kullback-Leibler loss. A Bayesian predictive distribution based on a prior in this class dominates the Bayesian predictive distribution based on the Jeffreys prior.