Skip to Main Content
Inferential Models
book

Inferential Models

by Ryan Martin, Chuanhai Liu
September 2015
Intermediate to advanced content levelIntermediate to advanced
276 pages
9h 7m
English
Chapman and Hall/CRC
Content preview from Inferential Models
66 INFERENTIAL MODELS
4.5.3.1 One-sided assertions
Here we consider a one-sided assertion, e.g., A = {θ Θ : θ < θ
0
}, where θ
0
is
fixed. This “left-sided” assertion is the kind we shall focus on, but other one-sided
assertions can be handled similarly. In this context, we can consider a very strong
definition of optimality.
Definition 4.1. Fix a left-sided assertion A. For two nested predictive random sets S
and S
0
, the IM based on S is said to be more efficient than that based on S
0
if, as func-
tions of X P
X|θ
for any θ A, R
A
(X; S) is stochastically larger than R
A
(X; S
0
). The
IM based on S
?
is optimal, or most efficient, if R
A
(X; S
?
) is stochastically lar ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Hidden Semi-Markov Models

Hidden Semi-Markov Models

Shun-Zheng Yu
Meta-Analytics

Meta-Analytics

Steven Simske

Publisher Resources

ISBN: 9781439886519