WEKO3
アイテム
{"_buckets": {"deposit": "0493855e-cae0-4c0f-8adc-2dc6d56829fe"}, "_deposit": {"created_by": 2, "id": "10076", "owners": [2], "pid": {"revision_id": 0, "type": "depid", "value": "10076"}, "status": "published"}, "_oai": {"id": "oai:nagasaki-u.repo.nii.ac.jp:00010076", "sets": ["764"]}, "author_link": ["40556", "40557"], "item_3_biblio_info_6": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2012-03-25", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "4", "bibliographicPageEnd": "160", "bibliographicPageStart": "149", "bibliographicVolumeNumber": "91", "bibliographic_titles": [{"bibliographic_title": "経営と経済"}, {"bibliographic_title": "Journal of Business and Economics", "bibliographic_titleLang": "en"}]}]}, "item_3_description_4": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "Suppose that X1,X2,... are conditionally i.i.d. random variables with\ndistribution Pθ given =θ,where is an unknown parameter. If Pθ\nis a normal distribution with mean θ and known variance σ2, and if the\nprior of is chosen from the conjugate family N(μ,v2) or proportional\nto the Lebesgue measure, then it follows that the posterior distributions\ngiven X1,...,Xn obey a large deviation principle with a rate function. If\nPθ is a normal distribution with known mean and unknown precision θ,\nand if as a prior we choose the gamma distribution with parameters α\nand β or the improper distribution (1/θ)dθ,the Jeffereys\u0027 prior, then\nthe posterior distributions of given X1,...,Xn are shown to satisfy a\nlarge deviation principle. The G artner-Ellis theorem plays the key role\nto prove these large deviation principles for the posterior distributions.", "subitem_description_type": "Abstract"}]}, "item_3_description_64": {"attribute_name": "引用", "attribute_value_mlt": [{"subitem_description": "經營と經濟, vol.91(4), pp.149-160; 2012", "subitem_description_type": "Other"}]}, "item_3_full_name_3": {"attribute_name": "著者別名", "attribute_value_mlt": [{"nameIdentifiers": [{"nameIdentifier": "40557", "nameIdentifierScheme": "WEKO"}], "names": [{"name": "式見, 拓仙"}]}]}, "item_3_publisher_33": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "長崎大学経済学会"}]}, "item_3_source_id_7": {"attribute_name": "ISSN", "attribute_value_mlt": [{"subitem_source_identifier": "02869101", "subitem_source_identifier_type": "ISSN"}]}, "item_3_text_63": {"attribute_name": "出版者別言語", "attribute_value_mlt": [{"subitem_text_value": "Economics Society of Nagasaki University"}]}, "item_3_version_type_16": {"attribute_name": "著者版フラグ", "attribute_value_mlt": [{"subitem_version_resource": "http://purl.org/coar/version/c_970fb48d4fbd8a85", "subitem_version_type": "VoR"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Shikimi, Takuhisa"}], "nameIdentifiers": [{"nameIdentifier": "40556", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2020-12-22"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "keizai91_4_149.pdf", "filesize": [{"value": "158.7 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 158700.0, "url": {"label": "keizai91_4_149.pdf", "url": "https://nagasaki-u.repo.nii.ac.jp/record/10076/files/keizai91_4_149.pdf"}, "version_id": "230b36bf-ba5a-43c7-9b94-adb4c0c69ead"}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "large deviations", "subitem_subject_scheme": "Other"}, {"subitem_subject": "posterior distributions", "subitem_subject_scheme": "Other"}, {"subitem_subject": "the G artner-Ellis theorem", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "Large Deviation Principles for Posterior Distributions of the Normal Parameters", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "Large Deviation Principles for Posterior Distributions of the Normal Parameters"}]}, "item_type_id": "3", "owner": "2", "path": ["764"], "permalink_uri": "http://hdl.handle.net/10069/28515", "pubdate": {"attribute_name": "公開日", "attribute_value": "2012-04-26"}, "publish_date": "2012-04-26", "publish_status": "0", "recid": "10076", "relation": {}, "relation_version_is_last": true, "title": ["Large Deviation Principles for Posterior Distributions of the Normal Parameters"], "weko_shared_id": -1}
Large Deviation Principles for Posterior Distributions of the Normal Parameters
http://hdl.handle.net/10069/28515
http://hdl.handle.net/10069/285153b281ce6-28b4-4d66-b471-70b144cd4fd6
名前 / ファイル | ライセンス | アクション |
---|---|---|
keizai91_4_149.pdf (158.7 kB)
|
|
Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2012-04-26 | |||||
タイトル | ||||||
タイトル | Large Deviation Principles for Posterior Distributions of the Normal Parameters | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | large deviations | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | posterior distributions | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | the G artner-Ellis theorem | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
著者 |
Shikimi, Takuhisa
× Shikimi, Takuhisa |
|||||
著者別名 | ||||||
姓名 | 式見, 拓仙 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | Suppose that X1,X2,... are conditionally i.i.d. random variables with distribution Pθ given =θ,where is an unknown parameter. If Pθ is a normal distribution with mean θ and known variance σ2, and if the prior of is chosen from the conjugate family N(μ,v2) or proportional to the Lebesgue measure, then it follows that the posterior distributions given X1,...,Xn obey a large deviation principle with a rate function. If Pθ is a normal distribution with known mean and unknown precision θ, and if as a prior we choose the gamma distribution with parameters α and β or the improper distribution (1/θ)dθ,the Jeffereys' prior, then the posterior distributions of given X1,...,Xn are shown to satisfy a large deviation principle. The G artner-Ellis theorem plays the key role to prove these large deviation principles for the posterior distributions. |
|||||
書誌情報 |
経営と経済 en : Journal of Business and Economics 巻 91, 号 4, p. 149-160, 発行日 2012-03-25 |
|||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 02869101 | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
出版者 | ||||||
出版者 | 長崎大学経済学会 | |||||
出版者別言語 | ||||||
Economics Society of Nagasaki University | ||||||
引用 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 經營と經濟, vol.91(4), pp.149-160; 2012 |