Title
Nonparametric prior elicitation for a binomial proportion
Abstract
This paper proposes a nonparametric Bayesian approach based on a density estimation with an open unit interval (0,1) using binomial data. We propose a very efficient nonparametric Bayesian approach method to infer smooth density defined on (0,1) through the transformation of a random variable. For practical implementation, we provide the corresponding blocked Gibbs sampling procedure based on the stick-breaking representation. The greatest advantage of this method is that it does not require us to draw from the complete conditional posterior distribution using a Metropolis-Hastings transition probability because the proposed transformation leads to a pair of conjugate priors and likelihoods. The validity of the proposed method is assessed through simulated and real data analysis.
Year
DOI
Venue
2022
10.1080/03610918.2019.1702210
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Keywords
DocType
Volume
Binomial proportion, Blocked Gibbs sampling, Dirichlet process mixture, Nonparametric prior
Journal
51
Issue
ISSN
Citations 
6
0361-0918
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Jung-In Seo122.75
Yongku Kim216.03