Some Remarks on Noninformative Priors
作者:
GauriSankar Datta,
Malay Ghosh,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1995)
卷期:
Volume 90,
issue 432
页码: 1357-1363
ISSN:0162-1459
年代: 1995
DOI:10.1080/01621459.1995.10476640
出版商: Taylor & Francis Group
关键词: Jeffreys's priors;Many parameters;Probability-matching criterion;Random-effects models;Reference priors;Reverse reference priors
数据来源: Taylor
摘要:
This article focuses primarily on a comparison between the reference priors of Berger and Bernardo and the reverse reference priors suggested by J. K. Ghosh. Sufficient conditions are given that provide agreement between the two classes of priors. Several examples are given showing the agreement or disagreement between the two. In addition, these priors are compared under a criterion that requires the frequentist coverage probability of the posterior region of a real-valued parametric function to match a nominal level with a remainder ofO(n−1), wherendenotes the sample size. The latter priors, first introduced by Welch and Peers, are obtained by solving a differential equation due to Peers. Finally, in the presence of several parameters of interest, a general class of priors that satisfies the matching criterion separately for each parameter is constructed, and examples are given to illustrate how reference or reverse reference priors fit within this class of priors.
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