Nonparametric predictive inference and interval probability

被引：98

作者：

Augustin, T

Coolen, FPA

机构：

[1] Univ Durham, Dept Math Sci, Sci Labs, Durham DH1 3LE, England

[2] Univ Munich, Dept Stat, D-80799 Munich, Germany

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2004年 / 124卷 / 02期

关键词：

A(n); capacities; conditioning; consistency; imprecise probabilities; interval probability; nonparametrics; low structure inference; predictive inference; updating;

D O I：

10.1016/j.jspi.2003.07.003

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：

The assumption A((n)), proposed by Hill (J. Amer. Statist. Assoc. 63 (1968) 677), provides a natural basis for low structure non-parametric predictive inference, and has been justified in the Bayesian framework. This paper embeds A((n))-based inference into the theory of interval probability, by showing that the corresponding bounds are totally monotone F-probability and coherent. Similar attractive internal consistency results are proven to hold for conditioning and updating. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：251 / 272

页数：22