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Posterior rank distribution (ri​=1+∑k=i​1{λk​>λi​})

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Bayesian statistics Bayesian posterior
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For continuously distributed uncertain quantities, define rank one to be the largest. A joint posterior distribution induces a discrete distribution on each quantity's rank. Estimate it by ranking the whole vector in each joint draw and averaging rank indicators; the probability of rank one is the probability of being largest. Ranking posterior means does not recover this uncertainty. The joint draws must preserve any posterior dependence, and tie conventions must be specified for models with atoms.

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  • Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 36 / 2 / d / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 36 / 2 / g / Solution

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