Calibrating the prior distribution for a normal model with conjugate prior
For a normal model with a conjugate prior, we provide an in depth examination of the effects of the hyperparameters on the long-run frequentist properties of posterior point and interval estimates. Under an assumed sampling model for the data generating mechanism, we examine how hyperparameter value...
| Publié dans: | Journal of statistical computation and simulation. - 1999. - 85(2014), 15 vom: 01., Seite 3108-3128 |
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| Auteur principal: | |
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| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2014
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| Accès à la collection: | Journal of statistical computation and simulation |
| Sujets: | Journal Article Bayesian Model Hyperparameter Mean Squared Error Point and Interval Estimates Prior Specification |
| Accès en ligne |
Volltext |