On a Second-Order Asymptotic Property of the Bayesian Bootstrap Mean
The Annals of Statistics · 1989 · Volume 17 · Issue 2
Abstract
It is shown that the Bayesian bootstrap approximation to the posterior distribution of the unknown mean (with respect to a Dirichlet process prior) is more accurate than both the standard normal approximation and the bootstrap approximation. It is also shown that the Bayesian bootstrap approximation to the sampling distribution of the sample average is not as accurate as the bootstrap approximation.
Keywords
62O99, Bayesian bootstrap, Dirichlet process, Edgeworth expansion
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