关于两种贝叶斯模型的一致性比较

Comparison of Two Bayesian Models

主要讨论两样本情况下两种不同贝叶斯估计方法之间存在的差异.方法一是假定xi(i=1,2)关于θi(i=1,2)条件独立;方法二假定x1、x2无条件独立.在考虑θ1的统计分析时,研究这二种方法的结果有无明显的差别.由实际分析可以得出结论:用两种模型对θ1进行贝叶斯估计差异不大.

This article discusses the difference between two Bayesian models. With model 1, it is assumed that xi,(i= 1,2) is conditional independent under θi(i=1,2). While with model 2, it is assumed that xi(i = 1,2) is unconditional independent. The question is that when working for the Bayesian estimation of θ1 , is there any difference on the results under the two different models? The numerical comparison shows that there is only small difference between the results. So the simpler model 2 can replace the model 1, when Bayesian estimation of θ1 is calculated.