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Sensitivity of Bayes decisions for the success probability for samples from a nonbinomial population
Authors:Ashok K. Bansal
Affiliation:(1) University of Delhi, Delhi, India
Abstract:Summary A family of generalised negative binomial distributions is employed to investigate inference robustness of the Bayes estimator of the unknown parameter of the binomial distribution. A zone of sensitivity for the test of significance is constructed to forewarn the pro-Jeffreys Bayesians against indiscriminate choice of the probability in favour of the null hypothesis. A few selected tables are presented to illustrate the effect of relaxation of the ‘binomiality’ assumption.
Keywords:Inference robustness  beta prior  quadratic loss  generalised negative binomial distribution  zone of sensitivity  non-binomiality
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