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Prior viability assessment for Bayesian analysis.

Goldstein, M. and Seheult, A. H. (2008) 'Prior viability assessment for Bayesian analysis.', Journal of statistical planning and inference., 138 (5). pp. 1271-1286.

Abstract

We address the problem of determining whether the cost of a proposed Bayesian analysis is likely to be justified by the potential benefit. A method is described for identifying the likely order of magnitude benefits from the analysis, and this approach is applied to an example concerning trading on the sugar market.

Item Type:Article
Keywords:Bayes linear analysis, Commodity trading, Preposterior analysis, Price forecasting, Random walk, Temporal sure preference, Value of analysis.
Full text:Full text not available from this repository.
Publisher Web site:http://dx.doi.org/10.1016/j.jspi.2007.04.023
Record Created:15 Feb 2008
Last Modified:08 Apr 2010 16:36

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