Statistical Inference with Data Augmentation and Parameter Expansion

Yannis G. Yatracos

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arXiv · 1512.00847

Statistical Inference with Data Augmentation and Parameter Expansion

Yannis G. Yatracos

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Abstract

Statistical pragmatism embraces all efficient methods in statistical inference. Augmentation of the collected data is used herein to obtain representative population information from a large class of non-representative population's units. Parameter expansion of a probability model is shown to reduce the upper bound on the sum of error probabilities for a test of simple hypotheses, and a measure, R, is proposed for the effect of activating additional component(s) in the sufficient statistic.

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Yannis G. Yatracos. 2015-12-02. Statistical Inference with Data Augmentation and Parameter Expansion. https://arxiv.org/abs/1512.00847

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