PL EN


2007 | 54 | 2 | 79-93
Article title

APPLICATION OF BAYESIAN METHODS IN RESEARCH OF PROPENSITIES

Authors
Title variants
Languages of publication
PL
Abstracts
EN
In the article a definition of propensity and methods of measurements of propensities (frequency & trigonometric) were presented. Possibility of application of the Bayesian methods in research of propensities was also recommended. 'A posteriori' distributions and estimators of propensity parameter were analytically found. The uniform distribution and beta distribution with specified parameters were assumed as 'a priori' distributions. Empirical example presents an analysis of propensity to risk calculated for chosen investment funds in the year 2003. The author estimated also 'a posteriori' distributions of the parameter utilised in order to measure the propensity to risk of discussed funds.
Year
Volume
54
Issue
2
Pages
79-93
Physical description
Document type
ARTICLE
Contributors
author
  • M. Doszyn, Uniwersytet Szczecinski, Wydzial Nauk Ekonomicznych i Zarzadzania, Katedra Ekonometrii i Statystyki, ul. Mickiewicza 64, 71-101 Szczecin, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
07PLAAAA02675464
YADDA identifier
bwmeta1.element.14accf6f-f1ab-361a-9856-6740f6a94ab7
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