A limit result for the prior predictive applied to checking for prior-data conflict

被引:21
|
作者
Evans, Michael [1 ]
Jang, Gun Ho [2 ]
机构
[1] Univ Toronto, Dept Stat, Toronto, ON M5S 1A1, Canada
[2] Univ Penn, Dept Biostat & Epidemiol, Philadelphia, PA 19104 USA
关键词
Minimal sufficiency; Prior predictive; Convergence; Prior-data conflict; MODELS;
D O I
10.1016/j.spl.2011.02.025
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider checking for prior-data conflict in a Bayesian analysis via a tail probability based on the prior predictive distribution. We establish the appropriateness of this measure in the sense that the limiting value of the tail probability measures the extent to which the true value of the parameter is a surprising value from the prior. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码:1034 / 1038
页数:5
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