Posterior consistency in the binomial model with unknown parameters: a numerical study

DOI10.1007/978-3-030-30611-3_4MaRDI QIDQ3297242zbMATH OpenOpenAlexFDO

Authors Laura Fee Schneider, Thomas Staudt, Axel Munk

Publication date 3 July 2020

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.02459

zbMATH Keywords

Bayesian estimationbinomial distributiondiscrete parameterposterior contractionsimulation study

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Bayesian inference (62F15)

Abstract: Estimating the parameters from $k$ independent Bin$(n,p)$ random variables, when both parameters $n$ and $p$ are unknown, is relevant to a variety of applications. It is particularly difficult if $n$ is large and $p$ is small. Over the past decades, several articles have proposed Bayesian approaches to estimate $n$ in this setting, but asymptotic results could only be established recently in cite{Schneider}. There, posterior contraction for $n$ is proven in the problematic parameter regime where $nightarrowinfty$ and $pightarrow0$ at certain rates. In this article, we study numerically how far the theoretical upper bound on $n$ can be relaxed in simulations without losing posterior consistency.

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Cites work

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Cited in

(2)

• Posterior analysis of n in the binomial (n,p) problem with both parameters unknown -- with applications to quantitative nanoscopy
• Discrete parameter estimation for rare events: from binomial to extreme value distributions

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