Skip Navigation

Biometrika 1998 85(1):39-54; doi:10.1093/biomet/85.1.39
© 1998 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by GOLDSTEIN, M.
Right arrow Articles by WOOFF, D. A.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Adjusting exchangeable beliefs

MICHAEL GOLDSTEIN and DAVID A. WOOFF

Department of Mathematical Sciences, University of Durham, Science Laboratories South Road, Durham DH1 3LE, U.K. michael.goldstein{at}durham.ac.uk d.awooff{at}durham.ac.uk

We consider geometrically the practical, theoretical and computational treatment of second-order exchangeability within Bayes linear analysis. We establish Bayes linear sufficiency for sample means through the representation theorem for second-order exchangeable beliefs. Interrelationships between collections of Bayes linear belief adjustments are analysed through the resolution transforms induced by a second-order exchangeable sample. It is shown that the resolution transforms for the underlying population structure and for the prediction of future observables have essentially the same form whatever the sample size. These results are applied to simplify general adjustments of beliefs given second-order exchangeable data. We illustrate the theory by analysing a problem concerning exchangeable regressions.

Key Words: Bayes linear methods • Bayes linear sufficiency • Exchangeable regressions • Predictive adjustment • Resolution transform • Second-order exchangeability


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.