Search Results - subject:"Probability matching prior"

Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring

Fu, Jiayu; Xu, Ancha; Tang, Yincai - In: Statistics & Probability Letters 82 (2012) 10, pp. 1829-1836

matching prior) are given. We show that one of the reference priors is also the second order probability matching prior (PMP …. Three types of noninformative priors (Jeffreys prior, two reference priors and two general forms of second order probability …

Persistent link: https://www.econbiz.de/10010597143

On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods

Chang, In; Mukerjee, Rahul - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 1, pp. 156-169

Persistent link: https://www.econbiz.de/10010539296

Probability matching priors: a review

Scricciolo, Catia - In: Statistical Methods and Applications 8 (1999) 1, pp. 83-100

Persistent link: https://www.econbiz.de/10008497276

Noninformative priors for maximal invariant parameter in group models

Datta, G.; Ghosh, J. - In: TEST: An Official Journal of the Spanish Society of … 4 (1995) 1, pp. 95-114

Persistent link: https://www.econbiz.de/10005613327