Use of BayesSim and Smoothing to Enhance Simulation Studies
Use of BayesSim and Smoothing to Enhance Simulation Studies作者机构：Department of Statistics Texas A&M University College Station TX USA
出 版 物：《Open Journal of Statistics》 (统计学期刊（英文）)
年 卷 期：2017年第7卷第1期
页 面：153-172页
主 题：Loss Function Bayes Risk Prior Distribution Regression Simulation Skew-Normal Distribution Goodness of Fit
摘 要：The conventional form of statistical simulation proceeds by selecting a few models and generating hundreds or thousands of data sets from each model. This article investigates a different approach, called BayesSim, that generates hundreds or thousands of models from a prior distribution, but only one (or a few) data sets from each model. Suppose that the performance of estimators in a parametric model is of interest. Smoothing methods can be applied to BayesSim output to investigate how estimation error varies as a function of the parameters. In this way inferences about the relative merits of the estimators can be made over essentially the entire parameter space, as opposed to a few parameter configurations as in the conventional approach. Two examples illustrate the methodology: One involving the skew-normal distribution and the other nonparametric goodness-of-fit tests.
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