The Research of Local Sensitivity Analysis Using Divergence Measure under Parametric Class of Perturbation
碩士 === 淡江大學 === 管理科學研究所 === 92 === This paper considers the use of local divergence measures between posterior distributions under classes of perturbations in order to investigate the inherent robustness of certain classes. The smaller value of the limiting local divergence, implies more robustness...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32975917432276328060 |
| Summary: | 碩士 === 淡江大學 === 管理科學研究所 === 92 === This paper considers the use of local divergence measures between posterior distributions under classes of perturbations in order to investigate the inherent robustness of certain classes. The smaller value of the limiting local divergence, implies more robustness for the prior or the likelihood. Two kinds of the perturbations (prior and likelihood) are considered for the local sensitivity analysis. Finally some numerical examples are provided which provides measures of robustness.
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