Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function

ABSTRACT

This paper deals with Bayes, robust Bayes, and minimax predictions in a subfamily of scale parameters under an asymmetric precautionary loss function. In Bayesian statistical inference, the goal is to obtain optimal rules under a specified loss function and an explicit prior distribution over the parameter space. However, in practice, we are not able to specify the prior totally or when a problem must be solved by two statisticians, they may agree on the choice of the prior but not the values of the hyperparameters. A common approach to the prior uncertainty in Bayesian analysis is to choose a class of prior distributions and compute some functional quantity. This is known as Robust Bayesian analysis which provides a way to consider the prior knowledge in terms of a class of priors Γ for global prevention against bad choices of hyperparameters. Under a scale invariant precautionary loss function, we deal with robust Bayes predictions of Y based on X. We carried out a simulation study and a real data analysis to illustrate the practical utility of the prediction procedure.     

The Feasibility of IFI‐Led Institutional Reform: Four Turkish Experiments Compared

Institutional reform has proved an enduring theme in the lending programmes of international financial institutions (IFIs) such as the IMF and the World Bank. But research harbours strong objections to the feasibility of IFI‐led institutional restructuring. This article evaluates these objections in the light of evidence from Turkey, a country with an early record of programme‐based reform initiatives in many institutional domains. Drawing on Turkey's central bank independence, banking regulation, anti‐corruption and agricultural subsidy reforms, it argues that IFI‐guided institutional restructuring may indeed encounter severe feasibility problems unless prescribed and implemented in a propitious environment marked by powerful international norms, widely accepted design templates, high levels of bureaucratic preparedness, and active endorsement from key domestic players.     

On the Computation of Non-Central Chi-Square Distribution Function

The cumulative distribution function of the non-central chi-square is very important in calculating the power function of some statistical tests. On the other hand it involves an integral which is difficult to obtain. In literature some workers discussed the evaluation and the approximation of the c.d.f. of the non-central chi-square [see references (2)]. In the present work two computational formulae for computing the cumulative distribution function of the non-central chi-square distribution are given, the first one deals with the case of any degrees of freedom (odd and even), and the second deals with the case of odd degrees of freedom. Numerical illustrations are discussed.     

Culture,Structure, and the Refugee Experience in Somali Immigrant Family Transformation

This analysis suggests a theoretical refinement of migrant acculturation theories to deal specifically with refugee acculturation experiences. Using the case of family dynamics among Somali refugees in Minnesota, we find that the same factors that are theorized to affect voluntary migrants are also important for refugees. Specifically, the nature of exit from the sending society, the reception in a new location, and group characteristics all appear to be important. However, within the category of exit from the sending society, there are specific concerns that will be more relevant to refugees than to “voluntary” migrants. Specifically, the ongoing condition of the sending society and the effects of any transitions on transnational ties are critically important in the refugee context. We demonstrate how the societal upheaval that created the Somali refugee community also affected culture and connections within Somalia, and how this has an ongoing impact on the US Somali refugee community. We argue that it is valuable to refine the acculturation framework when considering refugees.     

Bureaucracy and Democracy: A Theoretical Analysis

This article addresses the relationship between bureaucracy and democracy, bureaucratic politics and democratic politics. Bureaucratic theories and politics are discussed, democratic theories and politics are analyzed, and the argument in favor of reconciling bureaucracy and democracy is analyzed with implications for democratic theory and public administration. Persistence of bureaucracy is stressed, deficiencies in democratic theory and practice are noted, and the importance of a functionally balanced and professionally competent bureaucracy is reminded for administration of sound governance in both developed and developing societies. It is hypocrisy to speak of functioning democracy without a balanced professional bureaucracy.     

Bayesian Methodology for Model Uncertainty Using Model Performance Data

A simple and useful characterization of many predictive models is in terms of model structure and model parameters. Accordingly, uncertainties in model predictions arise from uncertainties in the values assumed by the model parameters (parameter uncertainty) and the uncertainties and errors associated with the structure of the model (model uncertainty). When assessing uncertainty one is interested in identifying, at some level of confidence, the range of possible and then probable values of the unknown of interest. All sources of uncertainty and variability need to be considered. Although parameter uncertainty assessment has been extensively discussed in the literature, model uncertainty is a relatively new topic of discussion by the scientific community, despite being often the major contributor to the overall uncertainty. This article describes a Bayesian methodology for the assessment of model uncertainties, where models are treated as sources of information on the unknown of interest. The general framework is then specialized for the case where models provide point estimates about a single‐valued unknown, and where information about models are available in form of homogeneous and nonhomogeneous performance data (pairs of experimental observations and model predictions). Several example applications for physical models used in fire risk analysis are also provided.     

Advance Letters as a Means of Improving Respondent Cooperation in Random Digit Dial Studies: A Multistate Experiment

Advance letters can potentially reduce the degree of nonresponsein random digit dial (RDD) surveys; however, they can also havea heterogeneous impact on subgroups, disproportionately raisingparticipation rates among certain segments of the populationand thereby having a detrimental effect on nonresponse bias.This is, in part, because advance letters can only be used inRDD surveys with the subset of respondents for whom an addresscan be identified. It may also be related to who in a householdsees the letter. We assess whether the use of advance letterscan improve the level of participation in the Behavioral RiskFactor Surveillance System (BRFSS) without introducing otherpotential data biases. The data reported here corroborate previousfindings, in terms of the positive impact that advance letterscan have on overall response rates (approximately a 6-percentage-pointgain). Moreover, the advance letters were cost-efficient inthat the cost of obtaining a fixed number of completed surveysusing advance letters was lower than the cost without letters.However, the positive impact of the advance letter on reducingnonresponse may have been offset to some extent in that theadvance letter may have biased the sample of those who completedthe interview toward older, white respondents and those of highersocioeconomic status, and away from younger, nonwhite individualsand persons with lower education and income levels. This lattergroup was underrepresented in the final sample and also lesslike to remember having received a letter.     

Post-Political Transitions in Arab Spring Countries: The Challenges

This paper aims at examining the impact of political transitions on democracy, corruption and growth in countries which knew democratic changes. The results of our study indicate that these changes positively affect implementation of democratic principles, the struggle against corruption and economic growth. We examined also the case of the Arab spring countries focusing on the main political and socio-economic challenges and most importantly the religious challenge which is a characteristic of these countries. Indeed, religion may be considered as a relevant variable in these transitions and consequently it is very difficult to claim short-term or long-term triumph of these transitions as Arabs are now in a political boiling phase where religion may gather unexpected results.     

A comparative study of U.S. and Iraqi students

This study uses a sample comprised of U.S. students and Iraqi students to determine if differences occur over ethical perceptions based on cultural/demographic issues. Irrespective of demographics, the results of this study indicate significant cultural differences between Iraqi students and American students with regard to selected ethical issues concerning graduate education. Specifically the differences occurred in the students' perceptions of winning is everything, selling one's soul, logic before emotion, and pander to professors. Iraqi students consistently viewed these beliefs as more necessary for success in their graduate education than did their American counterparts.