1. Reference priors with partial information.
- Author
-
SUN, D. and BERGER, J. O.
- Subjects
- *
BETA distribution , *GAMMA distributions , *DIVERGENCE theorem , *GAUSSIAN distribution , *ALGORITHMS - Abstract
In this paper, reference priors are derived for three cases where partial information is available. If a subjective conditional prior is given, two reasonable methods are proposed for finding the marginal reference prior. If, instead, a subjective marginal prior is available, a method for defining the conditional reference prior is proposed. A sufficient condition is then given under which this conditional reference prior agrees with the conditional reference prior derived in the first stage of the reference prior algorithm of Berger & Bernardo (1989, 1992). Finally, under the assumption of independence, a method for finding marginal reference priors is also proposed. Various examples are given to illustrate the methods. [ABSTRACT FROM AUTHOR]
- Published
- 1998
- Full Text
- View/download PDF