Bayesian optimization analysis with ML-II ε-contaminated prior |
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| Authors: | Pankaj Sinha Ashok K. Bansal |
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| Affiliation: | a Faculty of Management Studies, University of Delhi, Delhi, Indiab Department of Statistics, University of Delhi, Delhi, India |
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| 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. |
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| Keywords: | ε-contaminated prior,type II maximum likelihood technique,optimization analysis decisive prediction |
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