Top-level heading

Effects of prior selection in nonparametric Bayes problems

Categoria
Seminari di Probabilità
Data e ora inizio evento
Data e ora fine evento
Aula
Sala di Consiglio
Sede

Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma

Speaker

Tomasz Rychlik (Istituto di Matematica dell'Accademia Polacca delle Scienze)

We consider an arbitrary family of stochastically ordered distribution functions dependent on parameters from an interval in the real line. We compare distribution functions and moments of random variables with distribution functions being the mixtures of the members of the above stochastically ordered family. In particular, we determine lower and upper bounds on the values of one mixture distribution function under the condition that the other mixture distribution is arbitrarily fixed. We also evaluate the differences between the expectations of mixture variables in various scale units. The results are illustrated by some examples.