Exceedance Probabilities for the Dirichlet Distribution

نویسندگان

  • Joram Soch
  • Carsten Allefeld
چکیده

We derive an efficient method to calculate exceedance probabilities (EP) for the Dirichlet distribution when the number of event types is larger than two. Also, we present an intuitive application of Dirichlet EPs and compare our method to a sampling approach which is the current practice in neuroimaging model selection.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Large deviation estimates for exceedance times of perpetuity sequences and their dual processes

In a variety of problems in pure and applied probability, it is of relevant to study the large exceedance probabilities of the perpetuity sequence Yn := B1 + A1B2 + · · · + (A1 · · ·An−1)Bn, where (Ai, Bi) ⊂ (0,∞) × R. Estimates for the stationary tail distribution of {Yn} have been developed in the seminal papers of Kesten (1973) and Goldie (1991). Specifically, it is well-known that if M := s...

متن کامل

Exact maximum coverage probabilities of confidence intervals with increasing bounds for Poisson distribution mean

 ‎A Poisson distribution is well used as a standard model for analyzing count data‎. ‎So the Poisson distribution parameter estimation is widely applied in practice‎. ‎Providing accurate confidence intervals for the discrete distribution parameters is very difficult‎. ‎So far‎, ‎many asymptotic confidence intervals for the mean of Poisson distribution is provided‎. ‎It is known that the coverag...

متن کامل

Semiparametric Methods in the Estimation of Tail Probabilities and Extreme Quantiles

Title of dissertation: SEMIPARAMETRIC METHODS IN THE ESTIMATION OF TAIL PROBABILITIES AND EXTREME QUANTILES Lemeng Pan, Doctor of Philosophy, 2016 Dissertation directed by: Professor Benjamin Kedem Department of Mathematics In quantitative risk analysis, the problem of estimating small threshold exceedance probabilities and extreme quantiles arise ubiquitously in bio-surveillance, economics, na...

متن کامل

Modeling posterior probabilities using the linear exponential family

A commonly used distribution on the probability simplex is the Dirichlet distribution. In this paper we present the linear exponential family as an alternative. The distribution is known in the statistics community, but we present in this paper a numerically stable method to compute its parameters. Although the Dirichlet distribution is known to be a good Bayesian prior for probabilities we bel...

متن کامل

Dirichlet distribution through neutralities with respect to two partitions

AMS 2010 subject classifications: 62H05 62E10 39B22 Keywords: Neutrality with respect to partition Dirichlet distribution Method of moments Characterization a b s t r a c t Different concepts of neutrality have been studied in the literature in context of independence properties of vectors of random probabilities, in particular, for Dirichlet random vectors. Some neutrality conditions led to ch...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2016