Noninformative priors for dispersion models

被引:7
|
作者
Garvan, CW [1 ]
Ghosh, M [1 ]
机构
[1] Univ Florida, Dept Stat, Gainesville, FL 32611 USA
基金
美国国家科学基金会;
关键词
exponential; Fisher von Mises; Jeffreys' priors; probability matching; first order and second order; reference priors; student's t;
D O I
10.1093/biomet/84.4.976
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
The present paper provides a Bayesian analysis of two-parameter dispersion models under noninformative priors. The focus is on first-and second-order probability matching priors. Other noninformative priors, including Jeffreys' and reference priors, are examined in the light of these criteria. For certain models some unique second-order probability matching priors are found which are different from either Jeffreys' or reference priors.
引用
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页码:976 / 982
页数:7
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