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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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