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Van den Boogaart, Karl Gerald
Egozcue, Juan José Pawlowsky-Glahn, Vera |
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| Linear spaces consisting of σ-finite probability measures and infinite measures (improper priors and likelihood functions) are defined. The commutative group operation, called perturbation, is the updating given by Bayes theorem; the inverse operation is the Radon-Nikodym derivative. Bayes spaces of measures are sets of classes of proportional measures. In this framework, basic notions of mathematical statistics get a simple algebraic interpretation. For example, exponential families appear as affine subspaces with their sufficient statistics as a basis. Bayesian statistics, in particular some well-known properties of conjugated priors and likelihood functions, are revisited and slightly extended | |
| http://hdl.handle.net/2072/295106 | |
| eng | |
| Institut d´Estadística de Catalunya (Idescat) | |
| Attribution-NonCommercial-NoDerivs 3.0 Spain | |
| http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | |
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Espais vectorials
Vector spaces Estadística bayesiana Bayesian statistical decision theory Banach, Espais de -- Propietat de Radon-Nikodym Banach spaces -- Radon-Nikodym property Anàlisi multivariable Multivariate analysis |
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| Bayes linear spaces | |
| info:eu-repo/semantics/article | |
| Recercat |
