Closed form expressions for Bayesian sample size
From MaRDI portal
Publication:2500454
DOI10.1214/009053606000000308zbMATH Open1113.62029arXivmath/0607818OpenAlexW3103924647MaRDI QIDQ2500454FDOQ2500454
Authors: Ao Yuan, Bertrand S. Clarke 
Publication date: 24 August 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the data. Thus, when a sample size criterion is formalized in terms of a functional of the posterior, its value is a random variable. Generally, such functionals have means under the true distribution. We give asymptotic expressions for the expected value, under a fixed parameter, for certain types of functionals of the posterior density in a Bayesian analysis. The generality of our treatment permits us to choose functionals that encapsulate a variety of inference criteria and large ranges of error bounds. Consequently, we get simple inequalities which can be solved to give minimal sample sizes needed for various estimation goals. In several parametric examples, we verify that our asymptotic bounds give good approximations to the expected values of the functionals they approximate. Also, our numerical computations suggest our treatment gives reasonable results.
Full work available at URL: https://arxiv.org/abs/math/0607818
Recommendations
- The variation of the posterior variance and Bayesian sample size determination
- Bayesian sample size determination for binomial proportions
- Sample Size Determination Using Bayesian Decision Criteria Under Absolute Value Loss Function
- Sample Size Determination for Robust Bayesian Analysis
- Bayesian sample size calculations for binomial experiments
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Bayesian sample size calculations for binomial experiments
- A simulation-based approach to Bayesian sample size determination for performance under a given model and for separating models
- Statistical evidence and sample size determination for Bayesian hypothesis testing
- Sample Size Determination for Robust Bayesian Analysis
- Title not available (Why is that?)
- Asymptotics of the expected posterior
- Asymptotic Expansions Associated with Posterior Distributions
- An Asymptotic Expansion for Posterior Distributions
- Asymptotic normality of the posterior given a statistic
- Consistency of maximum likelihood and Bayes estimates
- Title not available (Why is that?)
- Implications of Reference Priors for Prior Information and for Sample Size
- Sample size problems in ANOVA Bayesian point of view
- A Bayesian criterion for sample size
- Choosing sample size for a clinical trial using decision analysis
Cited In (8)
- Bayesian Sample Size Determination Using Commensurate Priors to Leverage Preexperimental Data
- Sample size problems in ANOVA Bayesian point of view
- Comparison of Bayesian sample size criteria: ACC, ALC, and WOC
- Robust Bayesian sample size determination for avoiding the range of equivalence in clinical trials
- On the limiting behavior of the ``probability of claiming superiority in a Bayesian context
- The variation of the posterior variance and Bayesian sample size determination
- Bayesian-frequentist sample size determination: a game of two priors
- Quantifying observed prior impact
This page was built for publication: Closed form expressions for Bayesian sample size
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2500454)
