数学
分位数
随机排序
非参数统计
统计
比例参数
区间(图论)
实线
混合(物理)
邻里(数学)
顺序统计量
概率分布
分布(数学)
应用数学
计量经济学
组合数学
数学分析
量子力学
物理
出处
期刊:Statistics
[Informa]
日期:2021-05-04
卷期号:55 (3): 682-710
标识
DOI:10.1080/02331888.2021.1960526
摘要
We consider families of probability distributions indexed by the parameters from an interval in the real line. We merely assume that the increase of parameter results in the increase of corresponding distribution with respect to the standard stochastic order. We investigate consequences of imprecise choice of prior distribution on the parameters of the model. Namely, we assume a fixed prior whereas the true one belongs to a nonparametric neighbourhood of it. We determine sharp lower and upper bounds on the differences between the expectations and quantiles of the mixtures with respect to the true and assumed mixing distributions in various scale units.
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