杂项:分散模型的非信息先验

Miscellanea. Noninformative priors for dispersion models

Biometrika · 1997
被引 13
ABS 4

中文导读

研究了双参数分散模型在非信息先验下的贝叶斯分析,重点考察一阶和二阶概率匹配先验,并比较了Jeffreys先验和参考先验,发现某些模型存在独特的二阶匹配先验。

Abstract

The present paper provides a Bayesian analysis of two-parameter dispersion models under noninformative priors. The focus is on first- and second-order probability matching priors. Other noninformative priors, including Jeffreys' and reference priors, are examined in the light of these criteria. For certain models some unique second-order probability matching priors are found which are different from either Jeffreys' or reference priors.

贝叶斯统计先验分布计量经济学概率论