Noninformative Nonparametric Bayesian Estimation of Quantiles
نویسنده
چکیده
In 1981 Rubin introduced the Bayesian bootstrap and argued that it was the natural Bayesian analogue to the usual bootstrap. We show here that when estimating a population quantile in a nonparametric problem it yields estimators that are often preferred to the natural naive estimators based on the order statistic. AMS 1980 Subject Classification: 62G05, 62C15 and 62G30
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تاریخ انتشار 1993