Bayesian Prediction of Waiting Times in Stochastic Models
The authors show how saddlepoint techniques lead to highly accurate approximations for Bayesian predictive densities and cumulative distribution functions in stochastic model settings where the prior is tractable, but not necessarily the likelihood or the predictand distribution. They consider more...
| Veröffentlicht in: | The Canadian Journal of Statistics / La Revue Canadienne de Statistique. - Statistical Society of Canada / Société statistique du Canada. - 28(2000), 2, Seite 311-325 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2000
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| Zugriff auf das übergeordnete Werk: | The Canadian Journal of Statistics / La Revue Canadienne de Statistique |
| Schlagworte: | Bayesian predictive distribution Birth-death process Laplace's approximation Markov process Queues Renewal theory Saddlepoint approximation Semi-Markov process Mathematics Physical sciences |
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