Bayesian analysis in the L 1-norm of the mixing proportion using discriminant analysis
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Authors
Pham-Gia T.
Turkkan N.
Bekker A.
Issue Date
2006
Type
Article
Language
en
Keywords
Beta distribution; Discriminant analysis; Highest posterior density; Hypergeometric functions; L1-distance; Misclassification; Overlapping coefficient
Alternative Title
Abstract
We consider the mixing proportion π in a mixture of two independent distributions, and establish the expression of its posterior density, in closed form and in terms of L 1-norms of various related functions, using a prior beta and the optimal classification rule for the two populations provided by Discriminant analysis. A numerical example fully illustrates the concepts presented.
Description
Citation
Metrika
64
1
64
1
Publisher
License
Journal
Volume
Issue
PubMed ID
DOI
ISSN
261335