When Is a Sensitivity Parameter Exactly That?

When Is a Sensitivity Parameter Exactly That?

Sensitivity analysis is used widely in statistical work. Yet the notion and properties of sensitivity parameters are often left quite vague and intuitive. Working in the Bayesian paradigm, we present a definition of when a sensitivity parameter is "pure," and we discuss the implications of...

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Veröffentlicht in:Statistical science 2018-02, Vol.33 (1), p.86-95
Hauptverfasser: Gustafson, Paul, McCandless, Lawrence C.
Format: Artikel
Sprache:eng
Schlagworte:
Bayesian analysis
Diagnostic systems
General Section
Parameter estimation
Parameter sensitivity
Sensitivity analysis
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Beschreibung
Zusammenfassung:Sensitivity analysis is used widely in statistical work. Yet the notion and properties of sensitivity parameters are often left quite vague and intuitive. Working in the Bayesian paradigm, we present a definition of when a sensitivity parameter is "pure," and we discuss the implications of a parameter meeting or not meeting this definition. We also present a diagnostic with which the extent of violations of purity can be visualized.
ISSN:0883-4237
2168-8745
DOI:10.1214/17-STS632