Arbeitspapier

A nonparametric predictive alternative to the Imprecise Dirichlet Model: the case of a known number of categories

Nonparametric Predictive Inference (NPI) is a general methodology to learn from data in the absense of prior knowledge and without adding unjustified assumptions. This paper develops NPI for multinominal data where the total number of possible categories for the data is known. We present the general upper and lower probabilities and several of their properties. We also comment on differences between this NPI approach and corresponding inferences based on Walley's Imprecise Dirichlet Model.

Language
Englisch

Bibliographic citation
Series: Discussion Paper ; No. 489

Subject
Imprecise Dirichlet Model
imprecise probabilities
interval probability
known number of categories
lower and upper probabilities
multinominal data
nonparametric predictive inference
probability wheel

Event
Geistige Schöpfung
(who)
Coolen, F. P. A.
Augustin, Thomas
Event
Veröffentlichung
(who)
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
(where)
München
(when)
2006

DOI
doi:10.5282/ubm/epub.1857
Handle
URN
urn:nbn:de:bvb:19-epub-1857-4
Last update
10.03.2025, 11:41 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Arbeitspapier

Associated

  • Coolen, F. P. A.
  • Augustin, Thomas
  • Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen

Time of origin

  • 2006

Other Objects (12)