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Remarks about the example

Bayes linear methods are basically intended for large problems: particularly those that are too big to analyse using a fully specified Bayesian approach. We have chosen for our illustration a small example to keep things simple. Indeed, this simple example is extracted from a very much larger and more complicated problem that we mean to present elsewhere. We intend also to present elsewhere explicit consideration of the belief elicitation process which gave rise to the specifications used here.

In practice, our analysis could take into account the way in which the covariance specifications were produced. For example, our Doctor thought about various underlying quantities such as differences between herself and a young patient. At a later stage, it may then prove possible to return to the way in which the beliefs were generated in order to address queries raised during the general analysis. For example, if the analysis suggests the possibility that she specified too tight a variance for tex2html_wrap_inline8550 , say, then she may be able to return to the way in which she constructed this variance, and then perhaps to discover a flawed specification for some underlying quantity that she used in the construction. However, whilst valuable, this would overcomplicate our elementary example, and so we omit such considerations.



David Wooff
Thu Oct 15 12:20:04 BST 1998