Abstract
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.
Citation
Paul Gustafson. Lawrence C. McCandless. "When Is a Sensitivity Parameter Exactly That?." Statist. Sci. 33 (1) 86 - 95, February 2018. https://doi.org/10.1214/17-STS632
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