• 제목/요약/키워드: Heavy-tailed priors

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Robust Bayesian Models for Meta-Analysis

  • Kim, Dal-Ho;Park, Gea-Joo
    • Journal of the Korean Data and Information Science Society
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    • 제11권2호
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    • pp.313-318
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    • 2000
  • This article addresses aspects of combining information, with special attention to meta-analysis. In specific, we consider hierarchical Bayesian models for meta-analysis under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. Numerical methods of finding Bayes estimators under these heavy tailed prior are given, and are illustrated with an actual example.

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Bayesian Analysis under Heavy-Tailed Priors in Finite Population Sampling

  • Kim, Dal-Ho;Lee, In-Suk;Sohn, Joong-Kweon;Cho, Jang-Sik
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.225-233
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    • 1996
  • In this paper, we propose Bayes estimators of the finite population mean based on heavy-tailed prior distributions using scale mixtures of normals. Also, the asymptotic optimality property of the proposed Bayes estimators is proved. A numerical example is provided to illustrate the results.

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Robust Bayesian Analysis in Finite Population Sampling with Auxiliary Information

  • Lee, Seung-A;Suh, Sang-Hyuck;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1309-1317
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    • 2006
  • The paper considers some Bayes estimators of the finite population mean with auxiliary information under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. The proposed estimators are quite robust in general. Numerical methods of finding Bayes estimators under these heavy tailed priors are given, and are illustrated with an actual example.

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