The Annals of Statistics

On a Second-Order Asymptotic Property of the Bayesian Bootstrap Mean

Chung-Sing Weng

Full-text: Open access

Abstract

It is shown that the Bayesian bootstrap approximation to the posterior distribution of the unknown mean (with respect to a Dirichlet process prior) is more accurate than both the standard normal approximation and the bootstrap approximation. It is also shown that the Bayesian bootstrap approximation to the sampling distribution of the sample average is not as accurate as the bootstrap approximation.

Article information

Source
Ann. Statist., Volume 17, Number 2 (1989), 705-710.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176347136

Digital Object Identifier
doi:10.1214/aos/1176347136

Mathematical Reviews number (MathSciNet)
MR994261

Zentralblatt MATH identifier
0672.62027

JSTOR
links.jstor.org

Subjects
Primary: 62O99

Keywords
Bayesian bootstrap Edgeworth expansion Dirichlet process

Citation

Weng, Chung-Sing. On a Second-Order Asymptotic Property of the Bayesian Bootstrap Mean. Ann. Statist. 17 (1989), no. 2, 705--710. doi:10.1214/aos/1176347136. https://projecteuclid.org/euclid.aos/1176347136


Export citation