Ordered Group Reference Priors with Application to the Multinomial Problem
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。
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.