Calculation of marginal densities for parameters of multinomial distributions
Calculation of marginal densities for parameters of multinomial distributions
The full Bayesian analysis of multinomial data using informative and flexible prior distributions has, in the past, been restricted by the technical problems involved in performing the numerical integrations required to obtain marginal densities for parameters and other functions thereof. In this paper it is shown that Gibbs sampling is suitable for obtaining accurate approximations to marginal densities for a large and flexible family of posterior distributions—the family. The method is illustrated with a three-way contingency table. Two alternative Monte Carlo strategies are also discussed.
multinomial distribution, bayesian analysis, gibbs sampling, Å family
279-286
Forster, Jonathan J.
e3c534ad-fa69-42f5-b67b-11617bc84879
Skene, Allan M.
f0f9505d-4244-479f-9116-68b879d154d1
1994
Forster, Jonathan J.
e3c534ad-fa69-42f5-b67b-11617bc84879
Skene, Allan M.
f0f9505d-4244-479f-9116-68b879d154d1
Forster, Jonathan J. and Skene, Allan M.
(1994)
Calculation of marginal densities for parameters of multinomial distributions.
Statistics and Computing, 4 (4), .
(doi:10.1007/BF00156751).
Abstract
The full Bayesian analysis of multinomial data using informative and flexible prior distributions has, in the past, been restricted by the technical problems involved in performing the numerical integrations required to obtain marginal densities for parameters and other functions thereof. In this paper it is shown that Gibbs sampling is suitable for obtaining accurate approximations to marginal densities for a large and flexible family of posterior distributions—the family. The method is illustrated with a three-way contingency table. Two alternative Monte Carlo strategies are also discussed.
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Published date: 1994
Keywords:
multinomial distribution, bayesian analysis, gibbs sampling, Å family
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Statistics
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Local EPrints ID: 46379
URI: http://eprints.soton.ac.uk/id/eprint/46379
ISSN: 0960-3174
PURE UUID: 6eb45d5e-13cf-460f-aa79-a4eb5bef414e
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Date deposited: 25 Jun 2007
Last modified: 16 Mar 2024 02:45
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Author:
Jonathan J. Forster
Author:
Allan M. Skene
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