The Bayesian approach to the combination of forecasts: some extensions into a skewed environment.

Título inglés The Bayesian approach to the combination of forecasts: some extensions into a skewed environment.
Título español Un enfoque bayesiano sobre la combinación de predicciones: extensiones en ambiente asimétrico.
Autor/es Janssens, Gerrit K.
Organización Chair Bussin. Manag. State Univ. Antwerp, Amberes, Bélgica
Revista 0213-8190
Publicación 1987, 2 (2): 103-113, 12 Ref.
Tipo de documento articulo
Idioma Inglés
Resumen inglés Where a decision-maker has to rely on expert opinions a need for a normative model to combine these forecasts appears. This can be done using Bayes' formula and by making some assumptions on the prior distribution and the distribution of the expert assessments. We extend the case to skewed distributions of these assessments. By using an Edgeworth expansion of the density function including the skewness parameter, we are able to obtain the formula to combine the forecasts in a Bayesian way.
Clasificación UNESCO 120904
Palabras clave español Análisis bayesiano ; Distribuciones asimétricas ; Desarrollo de Edgeworth ; Síntesis
Código Z-Math Zbl 0731.62037
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