APPLICATION OF BAYESIAN METHODS IN RESEARCH OF PROPENSITIES

• Authors: Doszyn M.
• 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.

Keywords

EN

'A PRIORI' AND 'A POSTERIORI' DISTRIBUTIONS; BAYESIAN METHODS; PROPENSITIES MEASUREMENTS' METHODS

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Główny Urząd Statystyczny
• Journal: Przegląd Statystyczny
• Year: 2007
• Volume: 54
• Issue: 2
• Pages: 79-93
• Document type: ARTICLE

Contributors

author

Doszyn M.

• M. Doszyn, Uniwersytet Szczecinski, Wydzial Nauk Ekonomicznych i Zarzadzania, Katedra Ekonometrii i Statystyki, ul. Mickiewicza 64, 71-101 Szczecin, Poland

Identifiers

CEJSH db identifier

07PLAAAA02675464