On Bayesian estimators in multistage binomial designs - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Journal of Statistical Planning and Inference Année : 2008

On Bayesian estimators in multistage binomial designs

Bunouf Pierre
  • Fonction : Auteur
  • PersonId : 865424
Bruno Lecoutre
  • Fonction : Auteur
  • PersonId : 836651

Résumé

A new class of Bayesian estimators for a proportion in multistage binomial designs is considered. Priors belong to the beta-J distribution family, which is derived from the Fisher information associatedwith the design. The transposition of the beta parameters of theHaldane and the uniformpriors in fixed binomial experiments into the beta-J distribution yields bias-corrected versions of these priors in multistage designs. We show that the estimator of the posterior mean based on the corrected Haldane prior and the estimator of the posterior mode based on the corrected uniform prior have good frequentist properties. An easy-to-use approximation of the estimator of the posteriormode is provided. The newBayesian estimators are compared to Whitehead's and the uniformly minimum variance estimators through several multistage designs. Last, the bias of the estimator of the posterior mode is derived for a particular case.

Dates et versions

hal-00440387 , version 1 (10-12-2009)

Identifiants

Citer

Bunouf Pierre, Bruno Lecoutre. On Bayesian estimators in multistage binomial designs. Journal of Statistical Planning and Inference, 2008, 138 (12), pp.3915-3926. ⟨10.1016/j.jspi.2008.02.014⟩. ⟨hal-00440387⟩
52 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More