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- Title
On a Posterior Predictive Density Sample Size Criterion.
- Authors
NICOLERIS, THEODOROS; WALKER, STEPHEN G.
- 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 X n = ( X1 ,..., X n) 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.
- Subjects
STATISTICAL sampling; MARTINGALES (Mathematics); STOCHASTIC processes; DIRICHLET series; MATHEMATICAL statistics
- Publication
Scandinavian Journal of Statistics, 2006, Vol 33, Issue 2, p209
- ISSN
0303-6898
- Publication type
Article
- DOI
10.1111/j.1467-9469.2006.00462.x