A comparison of the estimative and predictive methods of estimating posterior probabilities
- 1 January 1979
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 8 (9) , 919-929
- https://doi.org/10.1080/03610927908827807
Abstract
An asymptotic account Is presented on the relative performance of the so-called estimative and predictive methods of estimating the posterior probability that an object belongs to one of two possible multivariate normal populations. For equal prior probabil-ities it is concluded that the predictive method generally gives a less extreme estimate than the estimative. This is supported by previously available results based essentially on simulation studies. Conditions under which the predictive method provides less extreme estimates for arbitrary prior probabilities are considered. Also, the asymptotic biases associated with the two methods are compared.Keywords
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