Izvorni znanstveni članak
Gaussian limit theorem for posterior distribution in the problem of conflicting expert opinions
Ksenia Kasianova
; Faculty of Economic Sciences, National Research University Higher School of Economics, Moscow, Russia
Mark Kelbert
Sažetak
Suppose we have $n$ experts who have their prior opinion about the unknown probability $q$ in the experiment with a binary outcome. It is known that experts' opinions are in conflict with each other. To model "conflicting" experts' opinions a prior distribution based on Selberg's integral is constructed. We prove a theorem regarding the limiting properties of the posterior distribution. Also, differential entropy and Kullback-Leibler (KL) divergence of such posterior are studied.
Ključne riječi
Differential entropy; Gaussian limiting theorem; Kullback-Leibler divergence; Selberg's integral; Multivariate Selberg Beta distribution; Expert elicitation
Hrčak ID:
308961
URI
Datum izdavanja:
22.10.2023.
Posjeta: 200 *