Abstract
Consider the model X = B + S, where B and S are independent Poisson random variables with means μ and ν, ν is unknown, but μ is known. The model arises in particle physics and some recent articles have suggested conditioning on the observed bound on B; that is, if X = n is observed, then the suggestion is to base inference on the conditional distribution of X given B ≤ n. This conditioning is non-standard in that it does not correspond to a partition of the sample space. It is examined here from the view point of decision theory and shown to lead to admissible formal Bayes procedures.
Original language | English |
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Pages (from-to) | 1561-1569 |
Number of pages | 9 |
Journal | Annals of Statistics |
Volume | 28 |
Issue number | 6 |
DOIs | |
State | Published - Dec 2000 |
Keywords
- Admissibility
- Ancillary statistic
- Bayesian solutions
- Confidence intervals
- Neutrino oscillations
- Risk
- p-values