Bayesian estimation of proportions with a cross-entropy prior

  • Arthur T. Denzau
  • , Edward Greenberg
  • , Patrick C. Gibbons

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

This paper suggests estimators of the frequencies (N9) or proportions (Ne/N) of N distinguishable objects contained in S categories, given various types of information. We consider information in the form of exact constraints on the N$)sample frequencies, and frequencies of related data. The analysis uses Bayesian methods, where the prior distribution is assumed to be a function of the cross-entropy between the Nsand a reference distribution. We show the relationship between our estimator and the log-linear and logit models and also present a sampling experiment to compare our proposed estimator with the iterated proportional fitting estimator.

Original languageEnglish
Pages (from-to)1843-1861
Number of pages19
JournalCommunications in Statistics - Theory and Methods
Volume18
Issue number5
DOIs
StatePublished - Jan 1989

Keywords

  • and Phrases
  • Bayesian methods
  • contingency tables
  • IPF log-linear model
  • logit model
  • maximum entropy

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