Imprecise probability models for inference in exponential families

@inproceedings{Quaeghebeur2005ImprecisePM,
  title={Imprecise probability models for inference in exponential families},
  author={Erik Quaeghebeur and Gert de Cooman},
  booktitle={ISIPTA},
  year={2005}
}
When considering sampling models described by a distribution from an exponential family, it is possible to create two types of imprecise probability models. One is based on the corresponding conjugate distribution and the other on the corresponding predictive distribution. In this pape r, we show how these types of models can be constructed for any (regular, linear, canonical) exponential family, such as the centered normal distribution. To illustrate the possible use of such models, we take a… CONTINUE READING

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