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

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.

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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

Information

Published: February 2018
First available in Project Euclid: 2 February 2018

zbMATH: 07031392
MathSciNet: MR3757506
Digital Object Identifier: 10.1214/17-STS632

Rights: Copyright © 2018 Institute of Mathematical Statistics

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Vol.33 • No. 1 • February 2018
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