Bayesian Nonparametric Predictive Inference and Bootstrap Techniques

نویسندگان

  • P. MULIERE
  • P. SECCHI
چکیده

Abst rac t . We address the question as to whether a prior distribution on the space of distribution functions exists which generates the posterior produced by Efron's and Rubin's bootstrap techniques, emphasizing the connections with the Dirichlet process. We also introduce a new resampling plan which has two advantages: prior opinions are taken into account and the predictive distribution of the future observations is not forced to be concentrated on observed values.

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تاریخ انتشار 2004