publication . Other literature type . Article . 1993

A Bayesian Method for Weighted Sampling

Lo, Albert Y.;
  • Published: 01 Dec 1993
  • Publisher: Institute of Mathematical Statistics
Abstract
Bayesian statistical inference for sampling from weighted distribution models is studied. Small-sample Bayesian bootstrap clone (BBC) approximations to the posterior distribution are discussed. A second-order property for the BBC in unweighted i.i.d. sampling is given. A consequence is that BBC approximations to a posterior distribution of the mean and to the sampling distribution of the sample average, can be made asymptotically accurate by a proper choice of the random variables that generate the clones. It also follows from this result that in weighted sampling models, BBC approximations to a posterior distribution of the reciprocal of the weighted mean are a...
Subjects
arXiv: Computer Science::Information RetrievalMathematics::Spectral Theory
free text keywords: Statistics, Probability and Uncertainty, Statistics and Probability, Bayesian probability, Stratified sampling, Statistics, Bootstrapping (electronics), Sampling distribution, Posterior probability, Mathematics, Sampling (statistics), Econometrics, Bayesian linear regression, Random variable, Weighted distribution models, weighted gamma process priors, bootstrap approximations, Bayesian bootstrap clone approximations, asymptotic accuracy, 62G09, 62G20, 62G99
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publication . Other literature type . Article . 1993

A Bayesian Method for Weighted Sampling

Lo, Albert Y.;