Reference Posterior Distributions for Bayesian Inference
A procedure is proposed to derive reference posterior distributions which approximately describe the inferential content of the data without incorporating any other information. More explicitly, operational priors, derived from information-theoretical considerations, are used to obtain reference pos...
| Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Methodological). - Royal Statistical Society, 1948. - 41(1979), 2, Seite 113-147 |
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| 1. Verfasser: | |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1979
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| Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Methodological) |
| Schlagworte: | Non-Informative Priors Vague Initial Knowledge Operational Priors Information Theory Marginalization Paradox Stein's Paradox Fieller-Creasy Problem Physical sciences Behavioral sciences Mathematics |
| Zusammenfassung: | A procedure is proposed to derive reference posterior distributions which approximately describe the inferential content of the data without incorporating any other information. More explicitly, operational priors, derived from information-theoretical considerations, are used to obtain reference posteriors which may be expected to approximate the posteriors which would have been obtained with the use of proper priors describing vague initial states of knowledge. The results obtained unify and generalize some previous work and seem to overcome criticisms to which this has been subject. |
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| ISSN: | 00359246 |