Second-order probability matching priors

被引：59
|
作者：
Mukerjee, R
Ghosh, M
机构：
[1] Indian Inst Management, Calcutta 700027, W Bengal, India
[2] Univ Florida, Dept Stat, Gainesville, FL 32611 USA
来源：
BIOMETRIKA | 1997年 / 84卷 / 04期
基金：
美国国家科学基金会;
关键词：
frequentist validity; invariance; posterior distribution function; posterior quantile;
D O I：
10.1093/biomet/84.4.970
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
The paper considers priors obtained by ensuring approximate frequentist validity of(a) posterior quantiles, and of (b) the posterior distribution function. It is seen that, at the second order of approximation, the two approaches do not necessarily lead to identical conclusions. Examples are given to illustrate this. The role of invariance in the context of probability matching is also discussed.
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页码：970 / 975
页数：6
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