| 服从Dirichlet分布的成分数据的贝叶斯分析 |
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| 引用本文： | 章栋恩.服从Dirichlet分布的成分数据的贝叶斯分析[J].应用概率统计,2002,18(1):19-26. |
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| 作者姓名： | 章栋恩 |
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| 作者单位： | 北京工商大学数理部,北京,100037 |
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| 摘 要： | 本文研究了Dirichlet分布总体的参数和其他感光趣的量的贝叶斯估计。在参数的有实际意义的函数上设置均匀的先验分布，对适当变换后的参数用Metropolis算法得到马尔可夫链蒙特卡罗后验样本，由此即得参数和其他感兴趣的量的贝叶斯估计。
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| 关 键 词： | Dirichlet分布 贝叶斯估计 Metropolis算法 马氏链蒙特卡罗方法 先验分布 |
Bayesian Inference on Compositional Data Sampling.from Dirichlet Distribution |
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| ZHANG DONGEN.Bayesian Inference on Compositional Data Sampling.from Dirichlet Distribution[J].Chinese Journal of Applied Probability and Statisties,2002,18(1):19-26. |
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| Authors: | ZHANG DONGEN |
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| Abstract: | A Bayesian approach to the parameters and other interesting quantities of the Dirichlet likelihood is proposed. The uniform prior is placed on the meaningful function of the parameters. After transforming the parameters, the Metropolis algorithm is used to draw the posterior samples and the results of the Bayesian inference are followed. |
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| Keywords: | Dirichlet distribution Bayesian inference Prior Markov chain Monte Carlo (MCMC) method Metropolis algorithm |
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