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dc.contributor.authorVan den Boogaart, Karl Gerard
dc.contributor.authorEgozcue Rubí, Juan José
dc.contributor.authorPawlowsky-Glahn, Vera
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament de Matemàtica Aplicada III
dc.identifier.citationvan den Boogaart, K.; Egozcue, J. J.; Pawlowsky-Glahn, V. Bayes linear spaces. "SORT: statistics and operations research transactions", Desembre 2010, vol. 34, núm. 2, p. 201-222.
dc.description.abstractLinear spaces consisting of $\sigma$-finite probability measures and infinite measures (improper priors and likelihood functions) are defined. The commutative group operation, called perturbation, is the updating given by Bayes theorem; the inverse operation is the Radon-Nikodym derivative. Bayes spaces of measures are sets of classes of proportional measures. In this framework, basic notions of mathematical statistics get a simple algebraic interpretation. For example, exponential families appear as affine subspaces with their sufficient statistics as a basis. Bayesian statistics, in particular some well-known properties of conjugated priors and likelihood functions, are revisited and slightly extended.
dc.format.extent22 p.
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Probabilitat
dc.subject.lcshExponential families (Statistics)
dc.subject.lcshProbability measures
dc.subject.lcshVector spaces
dc.titleBayes linear spaces
dc.subject.lemacFamílies exponencials (Estadística)
dc.subject.lemacProbabilitats, Mesures de
dc.subject.lemacEspais vectorials
dc.contributor.groupUniversitat Politècnica de Catalunya. NRG - Riscos Naturals i Geoestadística
dc.subject.amsClassificació AMS::60 Probability theory and stochastic processes::60A Foundations of probability theory
dc.subject.amsClassificació AMS::62 Statistics::62E Distribution theory
dc.rights.accessOpen Access
dc.description.versionPostprint (published version)
upcommons.citation.authorvan den Boogaart, K.; Egozcue, J. J.; Pawlowsky-Glahn, V.
upcommons.citation.publicationNameSORT: statistics and operations research transactions

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