Disapprobation between Bayesian Inferences : Definition and Examples
AbstractThe notion of disapprobation is defined. It is designed to capture some features of misspecification in a decision-theoretic framework. Moreover it is a sample-based notion so it is well-suited for the study of misspecification in Bayesian contexts. Some elementary examples of disapprobation are given. Bernoulli experiments are theoretically studied and the concept is implemented on real data for Gaussian linear regressions.
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Bibliographic InfoPaper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1996028.
Date of creation: 01 May 1996
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