Re: [ABE-L]: Reconciliação é possível?

[Hedibert Freitas Lopes <hlopes@chicagogsb.edu>]

Caros redistas,
    Uma pequena contribuicao na direcao da elicitacao de priori (1a referencia) no 
nosso tempo, onde o esforco  computacional nao e' tao custoso e pode ajudar em 
tal elicitacao.  Objective Bayes e Empirical Bayes, apesar de atraentes, sao 
procedimentos estatisticamente incoerentes (ver 2a e 3a referencias).  Adicionalmente,
Tony O'Hagan, juntamente com Jay Kadane e outros, tem sido um grande entusiasta 
da estatistica Bayesiana e tem contribuido significativamente na direcao da elicitacao 
de prioris em problemas complexos.
Abracos e bom domingo a todos,
Hedibert

[1] Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns
     J. Geweke and G. Amisano
     http://www.biz.uiowa.edu/faculty/jgeweke/papers/paperA/paper.pdf

[2] Understanding Uncertainty
     D.V. Lindley
     Wiley

[3] Bayes Empirical Bayes 
     J. J. Deely, D. V. Lindley
     Journal of the American Statistical Association, 76, 833-841.

[4] Anthony O'Hagan's contributions to prior elicitation literature
     http://www.shef.ac.uk/beep/publications.html

     4.1. Daneshkhah, A. (2004). Psychological Aspects Influencing Elicitation of 
            Subjective Probability. 
     4.2. Daneshkhah, A. (2004). Uncertainty in Probabilistic Risk Assessment: 
            A Review. 
     4.3. Garthwaite, P. H., Kadane, J. B., and O'Hagan, A. (2005). Statistical methods for 
            eliciting probability distributions. Journal of the American Statistical Association, 
            100, 680-701.
     4.4 Jenkinson, D. (2005). The Elicitation of Probabilities-A Review of the Statistical   
           Literature. 
     4.5. Oakley, J., and O'Hagan, A. (2005). Uncertainty in prior elicitations: a non-parametric 
            approach. 
     4.6. O'Hagan, A. (2005). Research in elicitation. Invited article for a volume entitled 
            Bayesian Statistics and its Applications.
     4.7. Daneshkhah, A., Oakley, J. and O'Hagan, A. (2006). Nonparametric Prior Elicitation 
            with Imprecisely assessed Probabilities. 
     4.8 O' Hagan, A., Buck, C. E., Daneshkhah, A., Eiser, J. E., Garthwaite, P. H., Jenkinson, D. 
           J., Oakley, J. E. and Rakow, T. (2006). Uncertain Judgements: Eliciting Expert    
           Probabilities. This book Will be published by John Wiley and Sons in July 2006.