A Bayesian Look at Nonidentifiability: A Simple Example

This article discusses the concept of identifiability in simple probability calculus. Emphasis is given to Bayesian solutions. In particular, we compare Bayes and maximum likelihood estimators. We advocate adoption of informative prior probabilities for the Bayesian operation in place of diffuse or reference priors. We also discuss the concept of identifying functions.

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Year of publication:	2013
Authors:	Wechsler, Sergio ; Izbicki, Rafael ; Esteves, Luís Gustavo
Published in:	The American Statistician. - Taylor & Francis Journals, ISSN 0003-1305. - Vol. 67.2013, 2, p. 90-93
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011133889