A simple algorithm for delta method variances for multinomial posterior bayes probability estimates
作者:
Jesse Meneses,
C. E. Antle,
Mary J. Bartholomew,
R.L. Lengerich,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1990)
卷期:
Volume 19,
issue 3
页码: 837-845
ISSN:0361-0918
年代: 1990
DOI:10.1080/03610919008812891
出版商: Marcel Dekker, Inc.
关键词: Bayes probability;diagnostic test;delta method
数据来源: Taylor
摘要:
The uncertainty in the estimated posterior multinomial probabilities which results from applying Bayes rule using conditional probabilities estimated from a limited data base is investigated. The first order Taylor series estimator for the variance of the estimated posterior probabilities was developed. A simulation study was conducted to ascertain the accuracy of these approximate variance estimates. In addition, the accuracy of both posterior probability estimates and the variance estimates is evaluated for data bases of various sizes. The method is appropriate for any of the usual medical diagnostic problems in which Bayesian methods are applied
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