Posterior distribution for negative binomial parameter p using a group invariant prior

We obtain a noninformative prior measure for the p parameter of the negative binomial distribution by use of a group theoretic method. Heretofore, group theoretic inference methods have not been applicable in the case of discrete distributions. A linear representation of a group leads to quantities whose squared moduli constitute the probability distribution. The group invariant measure yields prior measure dp/p2.

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Year of publication:	2007
Authors:	Heller, B. ; Wang, M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 15, p. 1542-1548
Publisher:	Elsevier
Keywords:	Statistical inference Group invariant measure Noninformative prior Bayesian posterior distribution Coherent states

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254721