Statistical Inference as a Bargaining Game /

This paper extends the analogy, previously established by Learner (1978a), between a Bayesian inference problem and an economics allocation problem to show that posterior modes can be interpreted as optimal outcomes of a bargaining game. This bargaining game, over a parameter value, is played betwee...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Ley, Eduardo
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2002.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2002/081
विषय:
ऑनलाइन पहुंच:Full text available on IMF
विवरण
सारांश:This paper extends the analogy, previously established by Learner (1978a), between a Bayesian inference problem and an economics allocation problem to show that posterior modes can be interpreted as optimal outcomes of a bargaining game. This bargaining game, over a parameter value, is played between two players: the researcher (with preferences represented by the prior) and the data (with preferences represented by the likelihood).
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भौतिक वर्णन:1 online resource (13 pages)
स्वरूप:Mode of access: Internet
आईएसएसएन:1018-5941
अभिगमन:Electronic access restricted to authorized BRAC University faculty, staff and students