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A new approximation of the posterior distribution of the log–odds ratio

机译:对数-奇数比的后验分布的新近似

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摘要

In this paper, the posterior density of the log–odds ratio is studied. It is assumed that the observations have a multinomial distribution and that the prior on the multinomial parameters is a Dirichlet density. Several approximations currently available are reviewed. Under certain conditions on the prior parameters of the Dirichlet density, it is shown that the posterior moments can be computed exactly. A new approximation, similar to the Edgeworth expansion is also proposed. Using a numerical example, the different methods of approximation of posterior density are compared.
机译:在本文中,对数对数比的后验密度得到了研究。假设观测值具有多项式分布,并且多项式参数上的先验值为Dirichlet密度。审查了当前可用的几种近似值。在一定条件下,狄利克雷密度的先验参数表明,后矩可以精确计算。还提出了一种新的近似值,类似于Edgeworth扩展。使用一个数值示例,比较了后验密度近似的不同方法。

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