Exact Multidimensional Credibility.

Abstract

In a previous paper, it was shown that the linear exponential family of likelihoods, together with their natural conjugate priors, gave exact credibility in the one-dimensional case; that is, a Bayesian forecast of the mean observation which is linear in the data. This paper considers the multidimensional case, and the conditions under which exact credibility again holds.

Document Details

Document Type
Technical Report
Publication Date
May 01, 1974
Accession Number
ADA002243

Entities

People

  • William S. Jewell

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Acquisition
  • Observation

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - DoD AI Strategy
  • AI & ML - Machine Learning Algorithms