Bayesian optimization analysis with ML-II ε-contaminated prior |
| |
| Authors: | Pankaj Sinha Ashok K Bansal |
| |
| Institution: |
a Faculty of Management Studies, University of Delhi, Delhi, India
b Department of Statistics, University of Delhi, Delhi, India |
| |
| Abstract: | In this paper we derive the predictive density function of a future observation when prior distribution for unknown mean of a normal population is a Type-II maximum likelihood ε-contaminated prior. The derived predictive distribution is applied to the problem of optimization of a regression nature in the decisive prediction framework. |
| |
| Keywords: | ε-contaminated prior type II maximum likelihood technique optimization analysis decisive prediction |
| 本文献已被 InformaWorld 等数据库收录！ |
