Uma priori beta para distribuição binomial negativa

• Autor(a) principal: OLIVEIRA, Cícero Carlos Felix de
• Data de Publicação: 2011
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Biblioteca Digital de Teses e Dissertações da UFRPE
• Texto Completo: http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/4537
• topic: Distribuição binomial negativa; Inferência bayesiana; Distribuição beta; Priore não informativa; CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA

This dissertation is being dealt with a discrete distribution based on Bernoulli trials, which is the Negative Binomial distribution. The main objective is to propose a new non-informative prior distribution for the Negative Binomial model, which is being termed as a possible prior distribution Beta(0; 0), which is an improper distribution. This distribution is also known for the Binomial model as Haldane prior, but for the Negative Binomial model there are no studies to date. The study of the behavior of this prior was based on Bayesian and classical contexts. The idea of using a non-informative prior is the desire to make statistical inference based on the minimum of information prior subjective as possible. Well, makes it possible to compare the results of classical inference that uses only sample information, for example, the maximum likelihood estimator. When is compared the Beta(0; 0) distribution with the Bayes-Laplace prior and Jeffreys prior, based on the Bayesian estimators (posterior mean and posterior mode) and the maximum likelihood estimator, note that the possible Beta(0; 0) prior is less informative than the others prior. It is also verified that is prior possible is a limited distribution in parameter space, thus, an important feature for non-informative prior. The main argument shows that the possible Beta(0; 0) prior is adequate, when it is applied in a predictive posterior distribution for Negative Binomial model, leading the a Beta-Negative Binomial distribution (which corresponds the a hypergeometric multiplied by a probability). All observations citas are strengthened by several studies, such as: basic concepts related to Bayesian Inference and concepts of the negative binomial distribution and Beta-Negative Binomial (a mixture of Beta with the negative binomial) distribution.