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Evaluation of Other Quantities

The primary quantity of interest is an estimate of R(N) as defined in Equation gif. In particular it is the posterior estimate,

displaymath2929

that is of interest, as a function of N.

Using the form of R(N) in Equation gif this reduces to

  eqnarray734

using the result in Equation gif. Since

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is Gaussian, these are easy to evaluate. The expected value in Equation gif can be estimated using samples from the posterior. If there are S samples from the posterior, tex2html_wrap_inline2943 then the approximation

displaymath2931

is used for tex2html_wrap_inline2945 . This is a kernel density estimate as outlined in Section gif.



Cathal Walsh
Sat Jan 22 17:09:53 GMT 2000