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À propos de : Bayes estimation subject to uncertainty about parameter constraints        

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  • Bayes estimation subject to uncertainty about parameter constraints
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  • SUMMARY. When estimating a normal location parameter, an inequality constraint is sometimes indicated by theoretical considerations. If, however, this constraint is assumed a priori definitely to hold, then the data will never be permitted to formally contradict the theory. We propose a family of skew prior distributions which reflect uncertainty about the constraint.
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  • 63.1.201
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