When Is a Sensitivity Parameter Exactly That?

• Autores: Paul Gustafson, Lawrence C. McCandless
• Localización: Statistical science, ISSN 0883-4237, Vol. 33, Nº. 1, 2018, págs. 86-95
• Idioma: inglés
• DOI: 10.1214/17-sts632
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• Resumen

  • 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.