ISSN:
1573-2878
Schlagwort(e):
Bayesian testing
;
nonparametric inference
;
random distribution functions
;
global optimization
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract Random distribution functions are the basic tool for solving nonparametric decision-theoretic problems. In 1974, Doksum introduced the family of distributions neutral to the right, that is, distributions such thatF(t 1),[F(t 2)−F(t 1)]/[1 −F(t 1)],...,[F(t k)−F(t k − 1)]/[1 −F(t k − 1)] are independent whenevert 1 〈 ... 〈t kIn practice, application of distributions neutral to the right has been prevented by the lack of a manageable analytical expression for probabilities of the typeP(F(t)〈q) for fixedt andq. A subclass of such distributions can be provided which allows for a close expression of the characteristic function of log[1−F(t)], given the sample. Then, thea posteriori distribution ofF(t) is obtained by numerical evaluation of a Fourier integral. As an application, the global optimization problem is formulated as a problem of inference about the quantiles of the distributionF(y) of the random variableY=f(X), wheref is the objective function andX is a random point in the search domain.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF00934132
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