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.
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description 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.
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source Jstor Complete Legacy; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals; Project Euclid Complete; JSTOR Mathematics & Statistics
subjects Bayesian analysis
Diagnostic systems
General Section
Parameter estimation
Parameter sensitivity
Sensitivity analysis
title When Is a Sensitivity Parameter Exactly That?
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