Abstract #302002

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JSM 2003 Abstract #302002
Activity Number: 366
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Stat. Sciences
Abstract - #302002
Title: A Moment-Based Measure of Case Impact
Author(s): Ilenia Epifani*+ and Steven N. MacEachern and Mario Peruggia
Companies: The Ohio State University and Ohio State University and The Ohio State University
Address: Dept of Statistics & Mathematics, Columbus, OH, 43210-1247,
Keywords: central limit theorem ; hierarchical model ; importance sample estimation
Abstract:

We consider the problem of importance sample estimation for case deletion analyses. For each case deletion, we characterize a class of functions for which the central limit theorem holds in terms of the tail behavior of functions in the class. The conditions are derived by considering the worst-case interplay between a function in the class and the importance sampling weights. The conditions are invariant for a large class of prior distributions. The measure of case impact quantifies the size of the class for which the central limit theorem is shown to hold. The conditions also highlight the role of the prior distribution's tail.

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