On a Posterior Predictive Density Sample Size Criterion

Theodoros Nicoleris and Stephen G. Walker

Scandinavian Journal of Statistics, 2006, vol. 33, issue 2, 209-218

Abstract: Abstract. Let Ω be a space of densities with respect to some σ‐finite measure μ and let Π be a prior distribution having support Ω with respect to some suitable topology. Conditional on f, let Xn = (X1 ,…, Xn) be an independent and identically distributed sample of size n from f. This paper introduces a Bayesian non‐parametric criterion for sample size determination which is based on the integrated squared distance between posterior predictive densities. An expression for the sample size is obtained when the prior is a Dirichlet mixture of normal densities.

Date: 2006
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https://doi.org/10.1111/j.1467-9469.2006.00462.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:33:y:2006:i:2:p:209-218

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