🌙

有序组参考先验及其在多项分布问题中的应用

Ordered Group Reference Priors with Application to the Multinomial Problem

Biometrika · 1992
被引 8
ABS 4

中文导读

本文利用参考先验方法,为存在感兴趣参数和 nuisance 参数的多参数问题开发了无信息先验,并给出了按推断重要性对参数分组排序后确定参考先验的算法,在多项分布问题上展示了不同分组排序策略的效果。

Abstract

Noninformative priors are developed, using the reference prior approach, for multipara-meter problems in which there may be parameters of interest and nuisance parameters. For a given grouping of parameters and ordering of the groups, intuitively, according to inferential importance, an algorithm for determining the associated reference prior is presented. The algorithm is illustrated on the multinomial problem, with discussion of the variety and success of various groupings and ordering strategies.

贝叶斯统计先验分布多项分布计量经济学