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...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:Journal of the Royal Statistical Society. Series B (Methodological). - Royal Statistical Society, 1948. - 41(1979), 2, Seite 113-147
1. Verfasser: Bernardo, Jose M. (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1979
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 Philosophy
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520 |a 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. 
650 4 |a Non-Informative Priors 
650 4 |a Vague Initial Knowledge 
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650 4 |a Stein's Paradox 
650 4 |a Fieller-Creasy Problem 
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650 4 |a Behavioral sciences  |x Psychology  |x Cognitive psychology  |x Cognitive processes  |x Thought processes  |x Reasoning  |x Inference 
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650 4 |a Mathematics  |x Mathematical values  |x Mathematical variables  |x Mathematical independent variables 
650 4 |a Mathematics  |x Mathematical procedures  |x Approximation 
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