Bayes, Hilbert, and Least Squares,
Abstract
Stein (1950) and Rao (1965) show that much of the theory of least squares can be extended to abstract spaces. Lindley (1965, 1972) observes that the usual F test procedures can be derived from the Bayesian point of view by assuming vague prior knowledge of the parameters. These two ideas are discussed so as to be better known by statisticians interested in the general linear hypothesis.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1972
- Accession Number
- AD0758980
Entities
People
- W. A. Thompson Jr.
Organizations
- University of Missouri