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Sur les intervalles de confiance bayésiens by L. 'Moudden-A

Sur les intervalles de confiance bayésiens

by L. 'Moudden-A
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Book cover type: Paperback
  • ISBN13: 9786131568312
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Univ Europeenne
  • Publisher Imprint: Univ Europeenne
  • Publication Date:
  • Pages: 108
  • Original Price: GBP 34.0
  • Language: French
  • Edition: N/A
  • Item Weight: 168 grams
  • BISAC Subject(s): Probability & Statistics / General

Ce Livre traite de la construction d''intervalles bay�siens les plus courts, o� il y a des contraintes sur les param�tres et plus particuli�rement de la probabilit� de couverture fr�quentiste de tels intervalles. Dans le premier chapitre, nous faisons un rappel sur quelques notions de base utiles. Dans le deuxi�me chapitre, nous aborderons la th�orie de l''estimation par intervalle de confiance, dont des m�thodes de constructions, envisageables pour des probl�mes avec contraintes, telles la m�thode unifi�e de Feldman-Cousins et des m�thodes bay�siennes. Dans le troisi�me chapitre, nous traiterons un probl�me particulier o� le param�tre est born� inf�rieurement. Nous donnerons des d�veloppements quant � des propri�t�s des intervalles bay�siens associ�s � la troncature de l''espace param�trique restreint de lois a priori Haar-invariantes � droite. Avec certaines conditions sur la densit� sous-jacente, nous obtiendrons des bornes inferieure int�ressantes pour la probabilit� de recouvrement. Plusieurs exemples sont abord�s. Dans le dernier chapitre, nous traiterons un nouveau probl�me o� le param�tre est born� sur un intervalle ferm� [a, b].

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