Bayesian optimization analysis with ML-II ε-contaminated prior

Pankaj Sinha and Ashok Bansal

Journal of Applied Statistics, 2008, vol. 35, issue 2, pages 203-211

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, (search for similar items in EconPapers)

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