Predictive distributions in the presence of measurement error |
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Authors: | Ulrich Menzefricke |
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Institution: | University of Toronto , Toronto, Ontario, M5S 1V4 |
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Abstract: | Suppose a characteristic E, varies throughout a population, and the probability is needed that E, exceeds a given threshold value, L. This paper covers the situation where there is measurement error, i.e., only x - ξ + ? can be observed, and it is assumed that both ξ and e have normal distributions. The paper treats two cases, (i) where the ratio of the variances of ξ, and ? is known, and (ii) where it is unknown. An example illustrates the results. |
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Keywords: | Bayesian analysis |
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