Joint species distribution modeling is attracting increasing attention in the literature these days, recognizing the fact that single species modeling fails to take into account expected dependence/interaction between species. This short paper offers discussion that attempts to illuminate five noteworthy technical issues associated with such modeling in the context of plant data. In this setting, the joint species distribution work in the literature considers several types of species data collection. For convenience of discussion, we focus on joint modeling of presence/absence data. For such data, the primary modeling strategy has been through introduction of latent multivariate normal random variables. These issues address the following: (i) how the observed presence/absence data is linked to the latent normal variables as well as the resulting implications with regard to modeling the data sites as independent or spatially dependent, (ii) the incompatibility of point referenced and areal referenced presence/absence data in spatial modeling of species distribution, (iii) the effect of modeling species independently/marginally rather than jointly within site, with regard to assessing species distribution, (iv) the interpretation of species dependence under the use of latent multivariate normal specification, and (v) the interpretation of clustering of species associated with specific joint species distribution modeling specifications. It is hoped that, by attempting to clarify these issues, ecological modelers and quantitative ecologists will be able to better appreciate some subtleties that are implicit in this growing collection of modeling ideas. In this regard, this paper can serve as a useful companion piece to the recent survey/comparison article by [33] in Methods in Ecology and Evolution.
由于认识到单一物种模型不能考虑物种间预期的依赖/相互作用，联合物种分布模型越来越受到文献的关注。这篇短文提供了讨论，试图阐明在工厂数据的背景下与这种建模相关的五个值得注意的技术问题。在这种情况下，文献中的联合物种分布工作考虑了几种类型的物种数据收集。为了便于讨论，我们将重点放在在场/缺席数据的联合建模上。对于这类数据，主要的建模策略是通过引入潜在的多变量正态随机变量。这些问题涉及以下内容:(i)观测到的存在/缺失数据如何与潜在正态变量联系起来，以及将数据点建模为独立或空间依赖的结果，(ii)在物种分布的空间建模中，点参考和面参考存在/缺失数据的不兼容性，(iii)在评估物种分布方面，独立/边缘建模物种而不是在站点内联合建模物种的影响，(iv)使用潜在多变量正态规范解释物种依赖，以及(v)解释与特定联合物种分布建模规范相关的物种聚类。希望通过尝试澄清这些问题，生态建模者和定量生态学家将能够更好地理解这些不断增长的建模思想集合中隐含的一些微妙之处。在这方面，这篇论文可以作为b[33]最近发表在《生态学与进化方法》(Methods In Ecology and Evolution)上的调查/比较文章的有益补充。
{"title":"Some Noteworthy Issues in Joint Species Distribution Modeling for Plant Data","authors":"A. Gelfand","doi":"10.51387/22-nejsds11","DOIUrl":"https://doi.org/10.51387/22-nejsds11","url":null,"abstract":"Joint species distribution modeling is attracting increasing attention in the literature these days, recognizing the fact that single species modeling fails to take into account expected dependence/interaction between species. This short paper offers discussion that attempts to illuminate five noteworthy technical issues associated with such modeling in the context of plant data. In this setting, the joint species distribution work in the literature considers several types of species data collection. For convenience of discussion, we focus on joint modeling of presence/absence data. For such data, the primary modeling strategy has been through introduction of latent multivariate normal random variables. These issues address the following: (i) how the observed presence/absence data is linked to the latent normal variables as well as the resulting implications with regard to modeling the data sites as independent or spatially dependent, (ii) the incompatibility of point referenced and areal referenced presence/absence data in spatial modeling of species distribution, (iii) the effect of modeling species independently/marginally rather than jointly within site, with regard to assessing species distribution, (iv) the interpretation of species dependence under the use of latent multivariate normal specification, and (v) the interpretation of clustering of species associated with specific joint species distribution modeling specifications. It is hoped that, by attempting to clarify these issues, ecological modelers and quantitative ecologists will be able to better appreciate some subtleties that are implicit in this growing collection of modeling ideas. In this regard, this paper can serve as a useful companion piece to the recent survey/comparison article by [33] in Methods in Ecology and Evolution.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"60 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83766303","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
V. Edefonti, R. De Vito, M. Parpinel, M. Ferraroni
Traditionally, research in nutritional epidemiology has focused on specific foods/food groups or single nutrients in their relation with disease outcomes, including cancer. Dietary pattern analysis have been introduced to examine potential cumulative and interactive effects of individual dietary components of the overall diet, in which foods are consumed in combination. Dietary patterns can be identified by using evidence-based investigator-defined approaches or by using data-driven approaches, which rely on either response independent (also named “a posteriori” dietary patterns) or response dependent (also named “mixed-type” dietary patterns) multivariate statistical methods. Within the open methodological challenges related to study design, dietary assessment, identification of dietary patterns, confounding phenomena, and cancer risk assessment, the current paper provides an updated landscape review of novel methodological developments in the statistical analysis of a posteriori/mixed-type dietary patterns and cancer risk. The review starts from standard a posteriori dietary patterns from principal component, factor, and cluster analyses, including mixture models, and examines mixed-type dietary patterns from reduced rank regression, partial least squares, classification and regression tree analysis, and least absolute shrinkage and selection operator. Novel statistical approaches reviewed include Bayesian factor analysis with modeling of sparsity through shrinkage and sparse priors and frequentist focused principal component analysis. Most novelties relate to the reproducibility of dietary patterns across studies where potentialities of the Bayesian approach to factor and cluster analysis work at best.
{"title":"Dietary Patterns and Cancer Risk: An Overview with Focus on Methods","authors":"V. Edefonti, R. De Vito, M. Parpinel, M. Ferraroni","doi":"10.51387/23-nejsds35","DOIUrl":"https://doi.org/10.51387/23-nejsds35","url":null,"abstract":"Traditionally, research in nutritional epidemiology has focused on specific foods/food groups or single nutrients in their relation with disease outcomes, including cancer. Dietary pattern analysis have been introduced to examine potential cumulative and interactive effects of individual dietary components of the overall diet, in which foods are consumed in combination. Dietary patterns can be identified by using evidence-based investigator-defined approaches or by using data-driven approaches, which rely on either response independent (also named “a posteriori” dietary patterns) or response dependent (also named “mixed-type” dietary patterns) multivariate statistical methods. Within the open methodological challenges related to study design, dietary assessment, identification of dietary patterns, confounding phenomena, and cancer risk assessment, the current paper provides an updated landscape review of novel methodological developments in the statistical analysis of a posteriori/mixed-type dietary patterns and cancer risk. The review starts from standard a posteriori dietary patterns from principal component, factor, and cluster analyses, including mixture models, and examines mixed-type dietary patterns from reduced rank regression, partial least squares, classification and regression tree analysis, and least absolute shrinkage and selection operator. Novel statistical approaches reviewed include Bayesian factor analysis with modeling of sparsity through shrinkage and sparse priors and frequentist focused principal component analysis. Most novelties relate to the reproducibility of dietary patterns across studies where potentialities of the Bayesian approach to factor and cluster analysis work at best.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"25 3 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89607622","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Platform trials are multiarm clinical studies that allow the addition of new experimental arms after the activation of the trial. Statistical issues concerning “adding new arms”, however, have not been thoroughly discussed. This work was motivated by a “two-period” pediatric osteosarcoma study, starting with two experimental arms and one control arm and later adding two more pre-planned experimental arms. The common control arm will be shared among experimental arms across the trial. In this paper, we provide a principled approach, including how to modify the critical boundaries to control the family-wise error rate as new arms are added, how to re-estimate the sample sizes and provide the optimal control-to-experimental arms allocation ratio, in terms of minimizing the total sample size to achieve a desirable marginal power level. We examined the influence of the timing of adding new arms on the design’s operating characteristics, which provides a practical guide for deciding the timing. Other various numerical evaluations have also been conducted. A method for controlling the pair-wise error rate (PWER) has also been developed. We have published an R package, PlatformDesign, on CRAN for practitioners to easily implement this platform trial approach. A detailed step-by-step tutorial is provided in Appendix A.2.
{"title":"An Optimal Two-Period Multiarm Platform Design with New Experimental Arms Added During the Trial","authors":"H. Pan, Xiaomeng Yuan, Jingjing Ye","doi":"10.51387/22-nejsds15","DOIUrl":"https://doi.org/10.51387/22-nejsds15","url":null,"abstract":"Platform trials are multiarm clinical studies that allow the addition of new experimental arms after the activation of the trial. Statistical issues concerning “adding new arms”, however, have not been thoroughly discussed. This work was motivated by a “two-period” pediatric osteosarcoma study, starting with two experimental arms and one control arm and later adding two more pre-planned experimental arms. The common control arm will be shared among experimental arms across the trial. In this paper, we provide a principled approach, including how to modify the critical boundaries to control the family-wise error rate as new arms are added, how to re-estimate the sample sizes and provide the optimal control-to-experimental arms allocation ratio, in terms of minimizing the total sample size to achieve a desirable marginal power level. We examined the influence of the timing of adding new arms on the design’s operating characteristics, which provides a practical guide for deciding the timing. Other various numerical evaluations have also been conducted. A method for controlling the pair-wise error rate (PWER) has also been developed. We have published an R package, PlatformDesign, on CRAN for practitioners to easily implement this platform trial approach. A detailed step-by-step tutorial is provided in Appendix A.2.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"94 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83899326","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Bayesian model averaging (BMA) provides a coherent way to account for model uncertainty in statistical inference tasks. BMA requires specification of model space priors and parameter space priors. In this article we focus on comparing different model space priors in the presence of model uncertainty. We consider eight reference model space priors used in the literature and three adaptive parameter priors recommended by Porwal and Raftery [37]. We assess the performance of these combinations of prior specifications for variable selection in linear regression models for the statistical tasks of parameter estimation, interval estimation, inference, point and interval prediction. We carry out an extensive simulation study based on 14 real datasets representing a range of situations encountered in practice. We found that beta-binomial model space priors specified in terms of the prior probability of model size performed best on average across various statistical tasks and datasets, outperforming priors that were uniform across models. Recently proposed complexity priors performed relatively poorly.
{"title":"Effect of Model Space Priors on Statistical Inference with Model Uncertainty","authors":"Anupreet Porwal, A. Raftery","doi":"10.51387/22-nejsds14","DOIUrl":"https://doi.org/10.51387/22-nejsds14","url":null,"abstract":"Bayesian model averaging (BMA) provides a coherent way to account for model uncertainty in statistical inference tasks. BMA requires specification of model space priors and parameter space priors. In this article we focus on comparing different model space priors in the presence of model uncertainty. We consider eight reference model space priors used in the literature and three adaptive parameter priors recommended by Porwal and Raftery [37]. We assess the performance of these combinations of prior specifications for variable selection in linear regression models for the statistical tasks of parameter estimation, interval estimation, inference, point and interval prediction. We carry out an extensive simulation study based on 14 real datasets representing a range of situations encountered in practice. We found that beta-binomial model space priors specified in terms of the prior probability of model size performed best on average across various statistical tasks and datasets, outperforming priors that were uniform across models. Recently proposed complexity priors performed relatively poorly.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"62 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79901780","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Discussion of “Four types of frequentism and their interplay with Bayesianism” by Jim Berger.
讨论Jim Berger的“四种类型的频率主义及其与贝叶斯主义的相互作用”。
{"title":"Frequentism","authors":"A. van der Vaart","doi":"10.51387/22-nejsds4a","DOIUrl":"https://doi.org/10.51387/22-nejsds4a","url":null,"abstract":"Discussion of “Four types of frequentism and their interplay with Bayesianism” by Jim Berger.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"11 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85232851","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Clinical trials usually involve sequential patient entry. When designing a clinical trial, it is often desirable to include a provision for interim analyses of accumulating data with the potential for stopping the trial early. We review Bayesian sequential clinical trial designs based on posterior probabilities, posterior predictive probabilities, and decision-theoretic frameworks. A pertinent question is whether Bayesian sequential designs need to be adjusted for the planning of interim analyses. We answer this question from three perspectives: a frequentist-oriented perspective, a calibrated Bayesian perspective, and a subjective Bayesian perspective. We also provide new insights into the likelihood principle, which is commonly tied to statistical inference and decision making in sequential clinical trials. Some theoretical results are derived, and numerical studies are conducted to illustrate and assess these designs.
{"title":"On Bayesian Sequential Clinical Trial Designs","authors":"Tianjian Zhou, Yuan Ji","doi":"10.51387/23-NEJSDS24","DOIUrl":"https://doi.org/10.51387/23-NEJSDS24","url":null,"abstract":"Clinical trials usually involve sequential patient entry. When designing a clinical trial, it is often desirable to include a provision for interim analyses of accumulating data with the potential for stopping the trial early. We review Bayesian sequential clinical trial designs based on posterior probabilities, posterior predictive probabilities, and decision-theoretic frameworks. A pertinent question is whether Bayesian sequential designs need to be adjusted for the planning of interim analyses. We answer this question from three perspectives: a frequentist-oriented perspective, a calibrated Bayesian perspective, and a subjective Bayesian perspective. We also provide new insights into the likelihood principle, which is commonly tied to statistical inference and decision making in sequential clinical trials. Some theoretical results are derived, and numerical studies are conducted to illustrate and assess these designs.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"28 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73067114","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The English Premier League is well-known for being not only one of the most popular professional sports leagues in the world, but also one of the toughest competitions to predict. The first purpose of this research was to verify the consistency between goal scoring in the English Premier League and the Poisson process; specifically, the relationships between the number of goals scored in a match and the Poisson distribution, the time between goals throughout the course of a season and the exponential distribution, and the time location of goals during football games and the continuous uniform distribution. We found that the Poisson process and the three probability distributions accurately describe Premier League goal scoring. In addition, Poisson regression was utilized to predict outcomes for a Premier League season, using different sets of season data and with a large number of simulations being involved. We examined and compared various soccer metrics from our simulation results, including an English club’s chances of being the champions, finishing in the top four and bottom three, and relegation points.
{"title":"Poisson Modeling and Predicting English Premier League Goal Scoring","authors":"Quang-Nguyen Nguyen","doi":"10.51387/21-NEJSDS1","DOIUrl":"https://doi.org/10.51387/21-NEJSDS1","url":null,"abstract":"The English Premier League is well-known for being not only one of the most popular professional sports leagues in the world, but also one of the toughest competitions to predict. The first purpose of this research was to verify the consistency between goal scoring in the English Premier League and the Poisson process; specifically, the relationships between the number of goals scored in a match and the Poisson distribution, the time between goals throughout the course of a season and the exponential distribution, and the time location of goals during football games and the continuous uniform distribution. We found that the Poisson process and the three probability distributions accurately describe Premier League goal scoring. In addition, Poisson regression was utilized to predict outcomes for a Premier League season, using different sets of season data and with a large number of simulations being involved. We examined and compared various soccer metrics from our simulation results, including an English club’s chances of being the champions, finishing in the top four and bottom three, and relegation points.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"15 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84322756","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Data matrix centering is an ever-present yet under-examined aspect of data analysis. Functional data analysis (FDA) often operates with a default of centering such that the vectors in one dimension have mean zero. We find that centering along the other dimension identifies a novel useful mode of variation beyond those familiar in FDA. We explore ambiguities in both matrix orientation and nomenclature. Differences between centerings and their potential interaction can be easily misunderstood. We propose a unified framework and new terminology for centering operations. We clearly demonstrate the intuition behind and consequences of each centering choice with informative graphics. We also propose a new direction energy hypothesis test as part of a series of diagnostics for determining which choice of centering is best for a data set. We explore the application of these diagnostics in several FDA settings.
{"title":"New Perspectives on Centering","authors":"Jack Prothero, Jan Hannig, J. Marron","doi":"10.51387/23-nejsds31","DOIUrl":"https://doi.org/10.51387/23-nejsds31","url":null,"abstract":"Data matrix centering is an ever-present yet under-examined aspect of data analysis. Functional data analysis (FDA) often operates with a default of centering such that the vectors in one dimension have mean zero. We find that centering along the other dimension identifies a novel useful mode of variation beyond those familiar in FDA. We explore ambiguities in both matrix orientation and nomenclature. Differences between centerings and their potential interaction can be easily misunderstood. We propose a unified framework and new terminology for centering operations. We clearly demonstrate the intuition behind and consequences of each centering choice with informative graphics. We also propose a new direction energy hypothesis test as part of a series of diagnostics for determining which choice of centering is best for a data set. We explore the application of these diagnostics in several FDA settings.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"23 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88240517","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we build a mechanistic system to understand the relation between a reduction in human mobility and Covid-19 spread dynamics within New York City. To this end, we propose a multivariate compartmental model that jointly models smartphone mobility data and case counts during the first 90 days of the epidemic. Parameter calibration is achieved through the formulation of a general Bayesian hierarchical model to provide uncertainty quantification of resulting estimates. The open-source probabilistic programming language Stan is used for the requisite computation. Through sensitivity analysis and out-of-sample forecasting, we find our simple and interpretable model provides evidence that reductions in human mobility altered case dynamics.
{"title":"A Compartment Model of Human Mobility and Early Covid-19 Dynamics in NYC","authors":"Ian Frankenburg, Sudipto Banerjee","doi":"10.51387/21-NEJSDS2","DOIUrl":"https://doi.org/10.51387/21-NEJSDS2","url":null,"abstract":"In this paper, we build a mechanistic system to understand the relation between a reduction in human mobility and Covid-19 spread dynamics within New York City. To this end, we propose a multivariate compartmental model that jointly models smartphone mobility data and case counts during the first 90 days of the epidemic. Parameter calibration is achieved through the formulation of a general Bayesian hierarchical model to provide uncertainty quantification of resulting estimates. The open-source probabilistic programming language Stan is used for the requisite computation. Through sensitivity analysis and out-of-sample forecasting, we find our simple and interpretable model provides evidence that reductions in human mobility altered case dynamics.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"29 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81425031","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Tail probability plays an important part in the extreme value theory. Sometimes the conclusions from two approaches for estimating the tail probability of extreme events, the Bayesian and the frequentist methods, can differ a lot. In 1999, a rainfall that caused more than 30,000 deaths in Venezuela was not captured by the simple frequentist extreme value techniques. However, this catastrophic rainfall was not surprising if the Bayesian inference was used to allow for parameter uncertainty and the full available data was exploited [4]. In this paper, we investigate the reasons that the Bayesian estimator of the tail probability is always higher than the frequentist estimator. Sufficient conditions for this phenomenon are established both by using Jensen’s Inequality and by looking at Taylor series approximations, both of which point to the convexity of the distribution function.
{"title":"Comparison Between Bayesian and Frequentist Tail Probability Estimates","authors":"Nan Shen, B. Gonz'alez, L. Pericchi","doi":"10.51387/23-nejsds39","DOIUrl":"https://doi.org/10.51387/23-nejsds39","url":null,"abstract":"Tail probability plays an important part in the extreme value theory. Sometimes the conclusions from two approaches for estimating the tail probability of extreme events, the Bayesian and the frequentist methods, can differ a lot. In 1999, a rainfall that caused more than 30,000 deaths in Venezuela was not captured by the simple frequentist extreme value techniques. However, this catastrophic rainfall was not surprising if the Bayesian inference was used to allow for parameter uncertainty and the full available data was exploited [4].\u0000In this paper, we investigate the reasons that the Bayesian estimator of the tail probability is always higher than the frequentist estimator. Sufficient conditions for this phenomenon are established both by using Jensen’s Inequality and by looking at Taylor series approximations, both of which point to the convexity of the distribution function.","PeriodicalId":94360,"journal":{"name":"The New England Journal of Statistics in Data Science","volume":"17 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86050401","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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