The aim is to analyze the uncertainty in statistical matching for ordered categorical variables. Uncertainty in statistical matching consists in estimating a joint distribution by observing only samples from its marginals. Unless very restrictive conditions are met, observeddatadonotidentifythejointdistributiontobeestimated,andthisisthereason of uncertainty. The notion of uncertainty is first formally introduced, and a measure of uncertainty is then proposed. Moreover, the reduction of uncertainty in the statistical model due to the introduction of logical constraints is investigated and evaluated via simulation.
Conti, P.L., Marella, D., Scanu, M. (2013). Uncertainty Analysis for statistical matching of ordered categorical variables. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 68, 311-325.
Uncertainty Analysis for statistical matching of ordered categorical variables
MARELLA, Daniela;
2013-01-01
Abstract
The aim is to analyze the uncertainty in statistical matching for ordered categorical variables. Uncertainty in statistical matching consists in estimating a joint distribution by observing only samples from its marginals. Unless very restrictive conditions are met, observeddatadonotidentifythejointdistributiontobeestimated,andthisisthereason of uncertainty. The notion of uncertainty is first formally introduced, and a measure of uncertainty is then proposed. Moreover, the reduction of uncertainty in the statistical model due to the introduction of logical constraints is investigated and evaluated via simulation.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
